+174.6%
ARM vs BMY
+20.2%
+154.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.7% |
| 7D | -15.2% | -0.5% | -14.7% | -15.2% |
| 30D | -40.7% | +4.1% | -44.8% | -40.5% |
| 3M | -39.1% | -2.1% | -37.0% | -39.0% |
| 6M | -26.4% | +12.2% | -38.6% | -26.3% |
| YTD | +59.7% | +20.3% | +39.4% | +60.6% |
| 1Y | +10.3% | +39.2% | -28.8% | +11.1% |
| 3Y | +228.9% | +35.6% | +193.3% | +248.0% |
| All | +174.6% | +20.2% | +154.4% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling