+52,902.4%
DHR vs BMY
+1,692.6%
+51,209.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -4.8% | +1.1% | -2.3% |
| 30D | -2.7% | -0.1% | -2.7% | -2.8% |
| 3M | +10.9% | +13.1% | -2.2% | +6.8% |
| 6M | +3.0% | +8.4% | -5.4% | +0.3% |
| YTD | -12.2% | +22.0% | -34.2% | -17.6% |
| 1Y | +3.3% | +40.3% | -37.0% | -7.0% |
| 3Y | -8.2% | +20.5% | -28.7% | -15.0% |
| 5Y | -29.9% | +23.7% | -53.6% | -35.8% |
| 10Y | +208.5% | +62.6% | +145.9% | +156.3% |
| All | +52,902.4% | +1,692.6% | +51,209.8% | +17,370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling