+18.6%
DIA vs BMY
+47.1%
-28.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.3% |
| 7D | -0.2% | +0.4% | -0.5% | -0.2% |
| 30D | -1.5% | +5.0% | -6.5% | -2.2% |
| 3M | +3.8% | +19.4% | -15.6% | +1.2% |
| 6M | +10.3% | +9.5% | +0.7% | +8.6% |
| YTD | +12.1% | +28.1% | -16.0% | +8.8% |
| 1Y | +18.6% | +50.0% | -31.3% | +13.9% |
| All | +18.6% | +47.1% | -28.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling