+5.7%
DIS vs BMY
+38.4%
-32.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | +10.3% | +9.3% | +1.0% | +8.3% |
| 3M | +15.6% | -0.1% | +15.6% | +15.5% |
| 6M | +15.1% | +15.5% | -0.3% | +10.8% |
| YTD | +6.0% | +21.8% | -15.8% | +1.8% |
| 1Y | +5.7% | +34.9% | -29.2% | -1.5% |
| All | +5.7% | +38.4% | -32.7% | -1.5% |
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