-26.4%
ARM vs BMY
+9.8%
-36.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +3.6% |
| 7D | -15.2% | -0.5% | -14.7% | -15.3% |
| 30D | -40.7% | +4.1% | -44.8% | -38.4% |
| 3M | -39.1% | -3.1% | -36.0% | -39.5% |
| 6M | -26.4% | +11.0% | -37.5% | -13.5% |
| All | -26.4% | +9.8% | -36.2% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling