+43.1%
BMY vs DLR
+57.1%
-13.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -1.3% | +5.0% | -6.3% | -1.7% |
| 30D | +10.0% | +3.0% | +7.0% | +9.7% |
| 3M | -1.2% | -6.3% | +5.1% | -0.6% |
| 6M | +12.8% | -4.8% | +17.6% | +13.0% |
| YTD | +20.7% | +21.0% | -0.3% | +19.1% |
| 1Y | +32.6% | +15.1% | +17.5% | +31.2% |
| All | +43.1% | +57.1% | -13.9% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling