-41.1%
DIS vs BMY
+25.3%
-66.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.4% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | +3.5% | +5.0% | -1.5% | +2.5% |
| 3M | +6.8% | +19.4% | -12.6% | +2.9% |
| 6M | +3.0% | +9.5% | -6.5% | +0.8% |
| YTD | -6.7% | +28.1% | -34.8% | -11.6% |
| 1Y | -10.1% | +50.0% | -60.1% | -17.6% |
| 3Y | +33.0% | +24.1% | +9.0% | +28.0% |
| All | -41.1% | +25.3% | -66.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling