+1,129.1%
DIA vs BMY
+311.9%
+817.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | 0.0% |
| 7D | -0.2% | +0.4% | -0.5% | -0.3% |
| 30D | -1.5% | +5.0% | -6.5% | -3.1% |
| 3M | +3.8% | +19.4% | -15.6% | -2.1% |
| 6M | +10.3% | +9.5% | +0.7% | +6.7% |
| YTD | +12.1% | +28.1% | -16.0% | +3.1% |
| 1Y | +18.6% | +50.0% | -31.3% | +3.5% |
| 3Y | +60.6% | +24.1% | +36.6% | +45.3% |
| 5Y | +64.4% | +25.0% | +39.4% | +47.2% |
| 10Y | +250.1% | +68.7% | +181.4% | +177.5% |
| All | +1,129.1% | +311.9% | +817.2% | +488.5% |
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