+138.2%
MRK vs BBAI
-70.8%
+209.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.9% |
| 30D | +15.5% | -10.7% | +26.2% | +15.5% |
| 3M | +25.1% | -32.3% | +57.4% | +25.2% |
| 6M | +30.1% | -31.3% | +61.4% | +30.1% |
| YTD | +43.1% | -45.9% | +89.0% | +43.2% |
| 1Y | +82.5% | -40.0% | +122.5% | +82.5% |
| 3Y | +49.3% | +72.8% | -23.5% | +48.5% |
| 5Y | +130.3% | -70.4% | +200.6% | +131.2% |
| All | +138.2% | -70.8% | +209.0% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling