+1,358.4%
BMY vs DAR
+1,373.4%
-15.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.1% |
| 7D | +1.8% | -3.8% | +5.6% | +1.9% |
| 30D | +6.2% | -14.4% | +20.6% | +6.8% |
| 3M | -2.1% | -17.9% | +15.8% | -1.5% |
| 6M | +14.3% | -18.3% | +32.6% | +15.0% |
| YTD | +21.6% | +43.2% | -21.6% | +19.5% |
| 1Y | +38.8% | +57.7% | -18.9% | +35.8% |
| 3Y | +42.9% | +22.7% | +20.2% | +40.4% |
| 5Y | +30.1% | -34.0% | +64.1% | +30.2% |
| 10Y | +58.2% | +279.5% | -221.3% | +47.0% |
| All | +1,358.4% | +1,373.4% | -15.1% | +1,213.0% |
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