+24.3%
BMY vs MAR
+158.8%
-134.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | -0.7% | -4.7% | +4.0% | -0.2% |
| 3M | +15.3% | -15.6% | +30.9% | +17.3% |
| 6M | +8.5% | +1.2% | +7.3% | +8.3% |
| YTD | +23.4% | +7.5% | +16.0% | +22.3% |
| 1Y | +42.9% | +26.6% | +16.3% | +39.5% |
| 3Y | +22.0% | +66.0% | -44.0% | +16.4% |
| 5Y | +24.3% | +154.1% | -129.8% | +15.4% |
| All | +24.3% | +158.8% | -134.5% | +15.4% |
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