+21.2%
DIS vs BMY
+62.5%
-41.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.6% |
| 7D | -1.1% | -3.3% | +2.2% | -0.2% |
| 30D | +0.1% | 0.0% | +0.2% | +0.1% |
| 3M | +7.1% | +17.7% | -10.7% | +2.4% |
| 6M | +4.3% | +9.6% | -5.4% | +1.4% |
| YTD | -6.9% | +24.0% | -30.9% | -12.5% |
| 1Y | -10.3% | +45.1% | -55.4% | -19.3% |
| 3Y | +32.8% | +22.5% | +10.3% | +23.6% |
| 5Y | -41.5% | +22.3% | -63.8% | -45.9% |
| 10Y | +21.2% | +62.0% | -40.8% | +4.2% |
| All | +21.2% | +62.5% | -41.3% | +4.2% |
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