+1,749.1%
BMY vs MKC
+3,376.8%
-1,627.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.4% | -5.9% | +6.2% | +1.8% |
| 30D | +5.0% | -0.9% | +5.9% | +5.2% |
| 3M | +19.4% | +12.7% | +6.7% | +15.8% |
| 6M | +9.5% | -19.3% | +28.8% | +14.6% |
| YTD | +28.1% | -22.2% | +50.2% | +34.8% |
| 1Y | +50.0% | -23.3% | +73.3% | +58.2% |
| 3Y | +24.1% | -30.0% | +54.1% | +32.9% |
| 5Y | +25.0% | -33.8% | +58.8% | +34.3% |
| 10Y | +68.7% | +24.4% | +44.2% | +53.9% |
| All | +1,749.1% | +3,376.8% | -1,627.6% | +800.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling