+57.5%
BMY vs DAL
+136.2%
-78.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.7% |
| 7D | -1.4% | +10.0% | -11.4% | -2.6% |
| 30D | +5.1% | +12.0% | -6.9% | +3.6% |
| 3M | -3.0% | +0.8% | -3.8% | -3.2% |
| 6M | +13.1% | +26.2% | -13.1% | +9.5% |
| YTD | +20.3% | +33.7% | -13.4% | +15.3% |
| 1Y | +39.0% | +57.6% | -18.6% | +30.6% |
| 3Y | +42.0% | +183.5% | -141.5% | +21.8% |
| 5Y | +28.5% | +114.2% | -85.6% | +12.3% |
| 10Y | +57.5% | +128.1% | -70.6% | +34.7% |
| All | +57.5% | +136.2% | -78.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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