+1,458.7%
DIS vs BMY
+1,782.2%
-323.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.2% |
| 7D | -2.6% | +0.4% | -2.9% | -2.7% |
| 30D | +3.5% | +5.0% | -1.5% | +1.9% |
| 3M | +6.8% | +19.4% | -12.6% | +0.9% |
| 6M | +3.0% | +9.5% | -6.5% | -0.3% |
| YTD | -6.7% | +28.1% | -34.8% | -14.1% |
| 1Y | -10.1% | +50.0% | -60.1% | -21.4% |
| 3Y | +33.0% | +24.1% | +9.0% | +20.7% |
| 5Y | -40.0% | +25.0% | -65.0% | -46.1% |
| 10Y | +21.1% | +68.7% | -47.6% | -4.5% |
| All | +1,458.7% | +1,782.2% | -323.4% | +286.9% |
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 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