+20.7%
BMY vs DLTR
+1.8%
+18.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -6.4% | -9.4% | +3.1% | -5.3% |
| 30D | +0.2% | -7.3% | +7.6% | +1.1% |
| 3M | +16.0% | +7.6% | +8.4% | +15.1% |
| 6M | +8.3% | +1.6% | +6.7% | +7.9% |
| YTD | +22.2% | -3.5% | +25.7% | +22.2% |
| 1Y | +41.7% | +20.0% | +21.7% | +38.5% |
| All | +20.7% | +1.8% | +18.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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