+36.6%
DIS vs BMY
+60.5%
-23.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.3% | -1.4% | +6.7% | +5.7% |
| 30D | +10.2% | +5.1% | +5.1% | +8.7% |
| 3M | +13.5% | -3.0% | +16.5% | +14.3% |
| 6M | +11.1% | +13.1% | -1.9% | +7.0% |
| YTD | +5.5% | +20.3% | -14.8% | -0.3% |
| 1Y | +9.1% | +39.0% | -29.9% | -0.9% |
| 3Y | +36.0% | +42.0% | -6.0% | +20.5% |
| 5Y | -29.8% | +28.5% | -58.4% | -36.5% |
| 10Y | +36.6% | +57.5% | -20.9% | +16.6% |
| All | +36.6% | +60.5% | -23.9% | +16.6% |
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