+254.0%
BMY vs MAR
+3,168.2%
-2,914.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +2.1% | +1.6% | +0.5% | +1.7% |
| 30D | +7.0% | +13.8% | -6.8% | +4.1% |
| 3M | -0.9% | +20.3% | -21.2% | -4.8% |
| 6M | +14.9% | +21.3% | -6.4% | +9.9% |
| YTD | +22.8% | +37.2% | -14.4% | +14.2% |
| 1Y | +36.2% | +48.4% | -12.2% | +24.5% |
| 3Y | +45.7% | +120.1% | -74.4% | +20.7% |
| 5Y | +31.3% | +182.1% | -150.8% | +0.5% |
| 10Y | +60.6% | +530.2% | -469.6% | -4.7% |
| All | +254.0% | +3,168.2% | -2,914.1% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling