+23.9%
BMY vs MKC
-33.9%
+57.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -6.4% | -2.8% | -3.6% | -5.7% |
| 30D | +0.2% | -3.4% | +3.6% | +1.1% |
| 3M | +16.0% | +3.8% | +12.2% | +14.6% |
| 6M | +8.3% | -17.9% | +26.3% | +13.6% |
| YTD | +22.2% | -23.6% | +45.8% | +30.3% |
| 1Y | +41.7% | -23.1% | +64.8% | +50.5% |
| 3Y | +20.7% | -31.5% | +52.2% | +31.8% |
| 5Y | +23.9% | -33.1% | +57.0% | +33.2% |
| All | +23.9% | -33.9% | +57.9% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling