+99.9%
BMY vs AR
-33.4%
+133.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.5% |
| 7D | -0.5% | -14.3% | +13.7% | +0.2% |
| 30D | +4.1% | +1.4% | +2.7% | +3.9% |
| 3M | -2.1% | +3.4% | -5.5% | -2.4% |
| 6M | +12.2% | -2.1% | +14.3% | +12.1% |
| YTD | +20.3% | +4.7% | +15.6% | +19.6% |
| 1Y | +39.2% | +10.6% | +28.6% | +37.8% |
| 3Y | +35.6% | +24.6% | +11.0% | +32.1% |
| 5Y | +28.6% | +71.9% | -43.3% | +20.9% |
| 10Y | +73.9% | +46.4% | +27.5% | +54.6% |
| All | +99.9% | -33.4% | +133.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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