+41.7%
BMY vs MAR
+25.7%
+16.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -6.4% | -2.1% | -4.3% | -6.0% |
| 30D | +0.2% | -5.7% | +5.9% | +1.2% |
| 3M | +16.0% | -14.6% | +30.6% | +19.4% |
| 6M | +8.3% | +1.3% | +7.0% | +7.3% |
| YTD | +22.2% | +6.7% | +15.5% | +19.1% |
| 1Y | +41.7% | +26.4% | +15.3% | +34.8% |
| All | +41.7% | +25.7% | +16.0% | +34.8% |
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