+177.9%
KO vs BMY
+64.0%
+113.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.1% | -6.4% | +5.3% | +0.4% |
| 30D | +1.6% | +0.2% | +1.3% | +1.5% |
| 3M | +5.8% | +16.0% | -10.2% | +2.0% |
| 6M | +14.3% | +8.3% | +6.0% | +11.8% |
| YTD | +27.3% | +22.2% | +5.1% | +20.9% |
| 1Y | +33.2% | +41.7% | -8.5% | +21.7% |
| 3Y | +64.5% | +20.7% | +43.8% | +54.1% |
| 5Y | +83.1% | +23.9% | +59.2% | +69.6% |
| All | +177.9% | +64.0% | +113.9% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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