+50.0%
BMY vs MAR
+27.3%
+22.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | -4.2% | +4.5% | +1.0% |
| 30D | +5.0% | -6.7% | +11.7% | +6.2% |
| 3M | +19.4% | -12.5% | +31.9% | +22.3% |
| 6M | +9.5% | +0.6% | +9.0% | +8.6% |
| YTD | +28.1% | +9.1% | +19.0% | +24.7% |
| 1Y | +50.0% | +26.2% | +23.8% | +43.1% |
| All | +50.0% | +27.3% | +22.7% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling