+64.8%
DIA vs BMY
+23.2%
+41.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | +0.1% | -3.3% | +3.4% | +0.7% |
| 30D | -2.1% | 0.0% | -2.0% | -2.1% |
| 3M | +4.2% | +17.7% | -13.6% | +0.8% |
| 6M | +11.9% | +9.6% | +2.3% | +9.6% |
| YTD | +10.8% | +24.0% | -13.2% | +5.9% |
| 1Y | +17.5% | +45.1% | -27.6% | +8.7% |
| 3Y | +59.9% | +22.5% | +37.5% | +53.3% |
| All | +64.8% | +23.2% | +41.6% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling