+61.0%
BMY vs MAR
+441.6%
-380.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -6.4% | -2.1% | -4.3% | -6.1% |
| 30D | +0.2% | -5.7% | +5.9% | +1.1% |
| 3M | +16.0% | -14.6% | +30.6% | +18.6% |
| 6M | +8.3% | +1.3% | +7.0% | +7.8% |
| YTD | +22.2% | +6.7% | +15.5% | +20.5% |
| 1Y | +41.7% | +26.4% | +15.3% | +36.0% |
| 3Y | +20.7% | +64.7% | -44.0% | +10.3% |
| 5Y | +23.9% | +153.1% | -129.1% | +3.4% |
| All | +61.0% | +441.6% | -380.6% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling