+1,847.4%
MRVL vs BMY
+64.0%
+1,783.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | +8.7% | -6.4% | +15.1% | +10.0% |
| 30D | +6.9% | +0.2% | +6.7% | +6.7% |
| 3M | -10.1% | +16.0% | -26.1% | -13.2% |
| 6M | +143.4% | +8.3% | +135.1% | +138.2% |
| YTD | +167.5% | +22.2% | +145.3% | +154.3% |
| 1Y | +239.0% | +41.7% | +197.3% | +210.6% |
| 3Y | +311.0% | +20.7% | +290.3% | +286.7% |
| 5Y | +278.0% | +23.9% | +254.1% | +245.0% |
| All | +1,847.4% | +64.0% | +1,783.4% | +1,533.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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