+1,663.1%
DIS vs BMY
+1,668.5%
-5.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.3% | -1.4% | +6.7% | +5.8% |
| 30D | +10.2% | +5.1% | +5.1% | +8.5% |
| 3M | +13.5% | -3.0% | +16.5% | +14.3% |
| 6M | +11.1% | +13.1% | -1.9% | +6.4% |
| YTD | +5.5% | +20.3% | -14.8% | -1.1% |
| 1Y | +9.1% | +39.0% | -29.9% | -2.3% |
| 3Y | +36.0% | +42.0% | -6.0% | +18.2% |
| 5Y | -29.8% | +28.5% | -58.4% | -37.7% |
| 10Y | +36.6% | +57.5% | -20.9% | +10.3% |
| All | +1,663.1% | +1,668.5% | -5.3% | +345.2% |
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