+22.3%
BMY vs DAR
-8.5%
+30.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.4% |
| 7D | -3.3% | -0.9% | -2.5% | -3.3% |
| 30D | 0.0% | +13.0% | -13.0% | -0.9% |
| 3M | +17.7% | +15.0% | +2.7% | +16.5% |
| 6M | +9.6% | +26.8% | -17.2% | +7.6% |
| YTD | +24.0% | +86.4% | -62.4% | +18.4% |
| 1Y | +45.1% | +115.1% | -70.0% | +36.8% |
| 3Y | +22.5% | +14.6% | +7.9% | +19.4% |
| 5Y | +22.3% | -8.8% | +31.1% | +19.5% |
| All | +22.3% | -8.5% | +30.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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