-31.9%
DIS vs BMY
+27.8%
-59.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +5.2% | -0.5% | +5.8% | +5.4% |
| 30D | +11.5% | +4.1% | +7.4% | +10.5% |
| 3M | +11.5% | -2.1% | +13.7% | +11.9% |
| 6M | +8.9% | +12.2% | -3.3% | +6.0% |
| YTD | +3.4% | +20.3% | -16.9% | -0.7% |
| 1Y | +7.2% | +39.2% | -32.0% | 0.0% |
| 3Y | +43.3% | +35.6% | +7.7% | +34.0% |
| All | -31.9% | +27.8% | -59.7% | -33.9% |
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 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