+24.3%
BMY vs MKSI
+84.1%
-59.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | -4.8% | +2.7% | -7.4% | -4.8% |
| 30D | -0.1% | -12.8% | +12.7% | +0.2% |
| 3M | +13.1% | -22.5% | +35.6% | +13.4% |
| 6M | +8.4% | +19.4% | -11.0% | +6.7% |
| YTD | +22.0% | +67.7% | -45.8% | +18.5% |
| 1Y | +40.3% | +131.4% | -91.1% | +34.7% |
| 3Y | +20.5% | +197.3% | -176.8% | +12.5% |
| All | +24.3% | +84.1% | -59.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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