+7.7%
DIS vs BMY
+39.1%
-31.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.3% | -1.4% | +6.7% | +5.6% |
| 30D | +10.2% | +5.1% | +5.1% | +9.1% |
| 3M | +13.5% | -3.0% | +16.5% | +14.2% |
| 6M | +11.1% | +13.1% | -1.9% | +7.3% |
| YTD | +5.5% | +20.3% | -14.8% | +1.1% |
| All | +7.7% | +39.1% | -31.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling