+30.9%
BMY vs MAR
+181.1%
-150.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | +7.0% | +13.8% | -6.8% | +5.5% |
| 3M | -0.9% | +20.3% | -21.2% | -2.8% |
| 6M | +14.9% | +21.3% | -6.4% | +12.4% |
| YTD | +22.8% | +37.2% | -14.4% | +18.6% |
| 1Y | +36.2% | +48.4% | -12.2% | +30.5% |
| 3Y | +45.7% | +120.1% | -74.4% | +35.1% |
| All | +30.9% | +181.1% | -150.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling