+529.4%
BMY vs DLR
+3,455.1%
-2,925.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.1% |
| 7D | +2.1% | +3.3% | -1.2% | +1.4% |
| 30D | +7.0% | +4.6% | +2.4% | +6.0% |
| 3M | -0.9% | -8.3% | +7.4% | +0.5% |
| 6M | +14.9% | -5.6% | +20.6% | +15.6% |
| YTD | +22.8% | +18.7% | +4.1% | +18.2% |
| 1Y | +36.2% | +17.1% | +19.1% | +31.4% |
| 3Y | +45.7% | +54.4% | -8.7% | +31.1% |
| 5Y | +31.3% | +36.5% | -5.2% | +18.9% |
| 10Y | +60.6% | +187.7% | -127.1% | +21.0% |
| All | +529.4% | +3,455.1% | -2,925.7% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling