+57.3%
DRAM vs BMY
+5.7%
+51.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -3.5% |
| 7D | +18.0% | -1.3% | +19.3% | +16.8% |
| 30D | -17.4% | +10.0% | -27.3% | -9.6% |
| 3M | -20.3% | -1.2% | -19.2% | -20.2% |
| 6M | -14.9% | +12.8% | -27.7% | +1.6% |
| All | +57.3% | +5.7% | +51.6% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling