+1,173.1%
MRVL vs BMY
+59.8%
+1,113.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -5.0% |
| 7D | +11.0% | +2.1% | +8.9% | +10.6% |
| 30D | -36.1% | +7.0% | -43.1% | -37.0% |
| 3M | -29.4% | -0.9% | -28.6% | -29.6% |
| 6M | -11.9% | +14.9% | -26.8% | -15.3% |
| YTD | +84.8% | +22.8% | +62.0% | +74.6% |
| 1Y | +79.4% | +36.2% | +43.2% | +65.2% |
| 3Y | +195.7% | +45.7% | +150.1% | +158.1% |
| 5Y | +117.2% | +31.3% | +85.9% | +92.0% |
| All | +1,173.1% | +59.8% | +1,113.4% | +939.1% |
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