+1,628.0%
DIS vs BMY
+1,668.5%
-40.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | +11.5% | -2.1% | +13.7% | +12.0% |
| 6M | +8.9% | +12.2% | -3.3% | +4.5% |
| YTD | +3.4% | +20.3% | -16.9% | -3.1% |
| 1Y | +7.2% | +39.2% | -32.0% | -4.1% |
| 3Y | +43.3% | +35.6% | +7.7% | +26.2% |
| 5Y | -31.4% | +28.6% | -60.0% | -39.1% |
| 10Y | +37.1% | +73.9% | -36.8% | +7.2% |
| All | +1,628.0% | +1,668.5% | -40.4% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling