+31.9%
DIS vs BMY
+59.8%
-27.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | +1.9% | +2.1% | -0.2% | +1.3% |
| 30D | +9.2% | +7.0% | +2.2% | +7.2% |
| 3M | +13.5% | -0.9% | +14.4% | +13.6% |
| 6M | +14.3% | +14.9% | -0.7% | +9.6% |
| YTD | +5.4% | +22.8% | -17.5% | -0.9% |
| 1Y | +12.2% | +36.2% | -24.1% | +2.4% |
| 3Y | +37.2% | +45.7% | -8.5% | +20.7% |
| 5Y | -23.1% | +31.3% | -54.4% | -30.9% |
| All | +31.9% | +59.8% | -27.9% | +12.3% |
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