+19.3%
ARM vs BMY
+45.9%
-26.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -4.5% |
| 7D | -18.7% | +6.0% | -24.7% | -17.8% |
| 30D | -36.7% | +9.1% | -45.8% | -35.6% |
| 3M | -31.6% | -2.6% | -29.1% | -30.9% |
| 6M | -5.6% | +13.1% | -18.8% | -4.3% |
| YTD | +75.5% | +23.0% | +52.4% | +78.5% |
| 1Y | +19.3% | +45.6% | -26.2% | +19.8% |
| All | +19.3% | +45.9% | -26.5% | +19.8% |
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