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  • BDX vs DLTR✓SelectedUSD · DLTRBDX vs DLTR performance historyLatest closeAs of+0.98%09/09
Stock and ETF performance explorer

BDX vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,769.6%
DLTR return
+10,476.7%
Excess return
-7,707.1%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+1.0%-4.6%+5.5%+1.5%
7D-3.6%-10.2%+6.7%-2.3%
30D+0.7%-8.5%+9.2%+1.7%
3M+19.0%+5.6%+13.4%+18.1%
6M+10.8%+2.2%+8.6%+10.0%
YTD+20.1%-3.8%+23.9%+20.1%
1Y+23.1%+22.9%+0.1%+19.4%
3Y-8.8%+2.0%-10.9%-11.3%
5Y-1.4%+29.8%-31.2%-8.5%
10Y+60.5%+45.0%+15.5%+43.2%
All+2,769.6%+10,476.7%-7,707.1%+1,666.8%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 DLTR 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