+24.3%
BMY vs ARES
+97.0%
-72.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.2% |
| 7D | -4.8% | -2.7% | -2.1% | -4.6% |
| 30D | -0.7% | -2.4% | +1.7% | -0.5% |
| 3M | +15.3% | +3.9% | +11.4% | +15.0% |
| 6M | +8.5% | +26.4% | -17.8% | +6.6% |
| YTD | +23.4% | -14.9% | +38.3% | +24.2% |
| 1Y | +42.9% | -20.4% | +63.3% | +44.3% |
| 3Y | +22.0% | +38.8% | -16.8% | +16.1% |
| 5Y | +24.3% | +97.0% | -72.6% | +12.3% |
| All | +24.3% | +97.0% | -72.7% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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