+244.3%
DIA vs BMY
+64.0%
+180.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -3.0% | -6.4% | +3.4% | -1.2% |
| 30D | -3.0% | +0.2% | -3.2% | -3.1% |
| 3M | +4.5% | +16.0% | -11.5% | -0.2% |
| 6M | +9.8% | +8.3% | +1.5% | +6.7% |
| YTD | +9.3% | +22.2% | -12.9% | +2.4% |
| 1Y | +16.0% | +41.7% | -25.7% | +3.5% |
| 3Y | +57.7% | +20.7% | +37.0% | +45.4% |
| 5Y | +63.8% | +23.9% | +39.8% | +48.2% |
| All | +244.3% | +64.0% | +180.3% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling