+40.3%
BMY vs DLR
+11.7%
+28.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -0.1% | -4.3% | +4.2% | +0.8% |
| 3M | +13.1% | +3.8% | +9.3% | +11.4% |
| 6M | +8.4% | +5.8% | +2.6% | +6.7% |
| YTD | +22.0% | +23.5% | -1.6% | +16.3% |
| 1Y | +40.3% | +11.1% | +29.2% | +36.3% |
| All | +40.3% | +11.7% | +28.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling