+86.1%
ARM vs BMY
+47.1%
+39.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.0% |
| 7D | +5.5% | +0.4% | +5.1% | +5.4% |
| 30D | -8.2% | +5.0% | -13.2% | -8.5% |
| 3M | -35.9% | +19.4% | -55.3% | -36.5% |
| 6M | +103.1% | +9.5% | +93.6% | +106.3% |
| YTD | +130.6% | +28.1% | +102.6% | +129.4% |
| 1Y | +86.1% | +50.0% | +36.1% | +89.2% |
| All | +86.1% | +47.1% | +39.0% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling