+1,637.4%
BMY vs KEY
+1,010.6%
+626.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | +5.1% | +7.2% | -2.1% | +3.8% |
| 3M | -3.0% | -4.9% | +1.9% | -2.2% |
| 6M | +13.1% | +1.1% | +12.0% | +12.7% |
| YTD | +20.3% | +6.8% | +13.5% | +18.6% |
| 1Y | +39.0% | +23.3% | +15.7% | +33.5% |
| 3Y | +42.0% | +126.1% | -84.1% | +20.3% |
| 5Y | +28.5% | +15.2% | +13.3% | +18.3% |
| 10Y | +57.5% | +113.6% | -56.1% | +20.6% |
| All | +1,637.4% | +1,010.6% | +626.9% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling