+36.3%
DIS vs BMY
+57.2%
-21.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +4.4% | +1.8% | +2.6% | +3.9% |
| 30D | +10.3% | +6.2% | +4.1% | +8.5% |
| 3M | +15.5% | -2.1% | +17.7% | +16.0% |
| 6M | +11.2% | +14.3% | -3.1% | +6.8% |
| YTD | +5.6% | +21.6% | -16.0% | -0.5% |
| 1Y | +7.7% | +38.8% | -31.0% | -2.1% |
| 3Y | +39.3% | +42.9% | -3.6% | +23.2% |
| 5Y | -29.5% | +30.1% | -59.6% | -36.5% |
| 10Y | +36.3% | +58.2% | -21.9% | +16.9% |
| All | +36.3% | +57.2% | -21.0% | +16.9% |
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