+58.2%
BMY vs DAL
+128.3%
-70.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +1.8% | +10.7% | -8.9% | +0.5% |
| 30D | +6.2% | +12.5% | -6.3% | +4.6% |
| 3M | -2.1% | +3.6% | -5.8% | -2.7% |
| 6M | +14.3% | +26.7% | -12.5% | +10.6% |
| YTD | +21.6% | +34.3% | -12.7% | +16.5% |
| 1Y | +38.8% | +59.1% | -20.3% | +30.3% |
| 3Y | +42.9% | +179.9% | -136.9% | +22.8% |
| 5Y | +30.1% | +119.1% | -89.1% | +13.3% |
| 10Y | +58.2% | +125.6% | -67.4% | +35.5% |
| All | +58.2% | +128.3% | -70.1% | +35.5% |
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