+518.4%
BMY vs DLR
+3,523.8%
-3,005.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -1.3% | +5.0% | -6.3% | -2.2% |
| 30D | +10.0% | +3.0% | +7.0% | +9.2% |
| 3M | -1.2% | -6.3% | +5.1% | -0.2% |
| 6M | +12.8% | -4.8% | +17.6% | +13.3% |
| YTD | +20.7% | +21.0% | -0.3% | +15.7% |
| 1Y | +32.6% | +15.1% | +17.5% | +28.3% |
| 3Y | +41.8% | +56.0% | -14.2% | +27.4% |
| 5Y | +29.0% | +39.1% | -10.1% | +16.4% |
| 10Y | +57.8% | +193.3% | -135.5% | +18.5% |
| All | +518.4% | +3,523.8% | -3,005.4% | +183.8% |
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 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