+130.9%
MRK vs BBAI
-71.3%
+202.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.5% |
| 7D | -4.3% | -1.7% | -2.5% | -4.3% |
| 30D | +8.3% | -12.0% | +20.2% | +8.3% |
| 3M | +20.0% | -30.7% | +50.7% | +20.1% |
| 6M | +25.7% | -30.7% | +56.3% | +25.7% |
| YTD | +38.7% | -46.9% | +85.6% | +38.8% |
| 1Y | +74.7% | -41.1% | +115.7% | +74.8% |
| 3Y | +45.4% | +65.9% | -20.5% | +44.6% |
| 5Y | +129.0% | -70.9% | +199.9% | +130.0% |
| All | +130.9% | -71.3% | +202.2% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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