+30.9%
BMY vs KEY
+13.1%
+17.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +2.1% | +2.9% | -0.8% | +1.7% |
| 30D | +7.0% | +8.4% | -1.4% | +6.1% |
| 3M | -0.9% | -5.8% | +4.9% | -0.3% |
| 6M | +14.9% | +5.4% | +9.5% | +14.2% |
| YTD | +22.8% | +7.1% | +15.8% | +21.7% |
| 1Y | +36.2% | +26.8% | +9.4% | +32.7% |
| 3Y | +45.7% | +128.7% | -83.0% | +34.4% |
| All | +30.9% | +13.1% | +17.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 5y: compounded portfolio wealth divided by compounded KEY 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…
5y analysis · Full analysis span regression · 6 months rolling