+86.8%
BMY vs KEYS
+1,067.2%
-980.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -6.4% | +0.9% | -7.3% | -6.5% |
| 30D | +0.2% | -5.3% | +5.5% | +1.0% |
| 3M | +16.0% | +0.5% | +15.4% | +14.9% |
| 6M | +8.3% | +14.0% | -5.7% | +4.5% |
| YTD | +22.2% | +60.3% | -38.1% | +9.9% |
| 1Y | +41.7% | +91.3% | -49.6% | +22.9% |
| 3Y | +20.7% | +146.1% | -125.4% | -2.2% |
| 5Y | +23.9% | +80.8% | -56.8% | +4.7% |
| 10Y | +62.9% | +1,002.8% | -939.9% | -11.7% |
| All | +86.8% | +1,067.2% | -980.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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