+1,215.9%
BMY vs DLTR
+10,500.9%
-9,285.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -6.4% | -9.4% | +3.1% | -5.2% |
| 30D | +0.2% | -7.3% | +7.6% | +1.2% |
| 3M | +16.0% | +7.6% | +8.4% | +14.8% |
| 6M | +8.3% | +1.6% | +6.7% | +7.6% |
| YTD | +22.2% | -3.5% | +25.7% | +21.9% |
| 1Y | +41.7% | +20.0% | +21.7% | +37.2% |
| 3Y | +20.7% | +2.3% | +18.4% | +17.0% |
| 5Y | +23.9% | +31.5% | -7.6% | +13.8% |
| 10Y | +62.9% | +45.4% | +17.5% | +43.0% |
| All | +1,215.9% | +10,500.9% | -9,285.0% | +614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling