+556.2%
BMY vs DLR
+3,595.7%
-3,039.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.4% | +1.6% | -1.2% | +0.1% |
| 30D | +5.0% | -3.4% | +8.4% | +5.6% |
| 3M | +19.4% | +0.5% | +18.9% | +18.9% |
| 6M | +9.5% | +4.6% | +5.0% | +8.3% |
| YTD | +28.1% | +23.4% | +4.6% | +22.6% |
| 1Y | +50.0% | +19.0% | +31.0% | +44.4% |
| 3Y | +24.1% | +56.5% | -32.5% | +11.5% |
| 5Y | +25.0% | +33.3% | -8.3% | +14.0% |
| 10Y | +68.7% | +165.1% | -96.5% | +29.3% |
| All | +556.2% | +3,595.7% | -3,039.4% | +200.8% |
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