+1,435.8%
BMY vs DAR
+1,762.6%
-326.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +5.0% | +12.8% | -7.8% | +4.5% |
| 3M | +19.4% | +7.4% | +12.0% | +19.0% |
| 6M | +9.5% | +22.3% | -12.7% | +8.5% |
| YTD | +28.1% | +81.1% | -53.0% | +24.8% |
| 1Y | +50.0% | +106.5% | -56.5% | +45.2% |
| 3Y | +24.1% | +5.3% | +18.8% | +22.7% |
| 5Y | +25.0% | -11.5% | +36.5% | +23.7% |
| 10Y | +68.7% | +353.3% | -284.7% | +55.6% |
| All | +1,435.8% | +1,762.6% | -326.8% | +1,270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling