+60.7%
BMY vs MKC
+29.9%
+30.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.8% | -1.5% | -3.3% | -4.4% |
| 30D | -0.1% | -3.1% | +3.0% | +0.7% |
| 3M | +13.1% | +5.2% | +7.9% | +11.3% |
| 6M | +8.4% | -12.8% | +21.2% | +12.0% |
| YTD | +22.0% | -23.3% | +45.3% | +30.1% |
| 1Y | +40.3% | -24.1% | +64.4% | +49.8% |
| 3Y | +20.5% | -32.1% | +52.6% | +31.9% |
| 5Y | +23.7% | -32.8% | +56.5% | +34.1% |
| All | +60.7% | +29.9% | +30.9% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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