+63.9%
BMY vs ARKK
+358.9%
-294.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.2% |
| 7D | -4.8% | +1.4% | -6.2% | -5.0% |
| 30D | -0.7% | +5.1% | -5.8% | -1.4% |
| 3M | +15.3% | +12.7% | +2.6% | +13.2% |
| 6M | +8.5% | +13.8% | -5.3% | +6.1% |
| YTD | +23.4% | +9.9% | +13.5% | +21.0% |
| 1Y | +42.9% | +10.4% | +32.5% | +39.5% |
| 3Y | +22.0% | +93.6% | -71.6% | +7.1% |
| 5Y | +24.3% | -29.4% | +53.7% | +29.9% |
| 10Y | +64.6% | +336.9% | -272.3% | -15.6% |
| All | +63.9% | +358.9% | -294.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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