+1,749.1%
BMY vs KEY
+1,050.5%
+698.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | +5.0% | -3.0% | +8.0% | +5.5% |
| 3M | +19.4% | +3.3% | +16.1% | +18.6% |
| 6M | +9.5% | +9.2% | +0.3% | +7.7% |
| YTD | +28.1% | +10.6% | +17.4% | +25.5% |
| 1Y | +50.0% | +20.4% | +29.6% | +44.5% |
| 3Y | +24.1% | +121.8% | -97.8% | +5.2% |
| 5Y | +25.0% | +41.1% | -16.1% | +10.7% |
| 10Y | +68.7% | +168.5% | -99.9% | +23.7% |
| All | +1,749.1% | +1,050.5% | +698.6% | +661.7% |
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