+81.6%
KO vs BMY
+23.3%
+58.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.1% | -6.4% | +5.3% | +0.2% |
| 30D | +1.6% | +0.2% | +1.3% | +1.5% |
| 3M | +5.8% | +16.0% | -10.2% | +2.6% |
| 6M | +14.3% | +8.3% | +6.0% | +12.2% |
| YTD | +27.3% | +22.2% | +5.1% | +22.0% |
| 1Y | +33.2% | +41.7% | -8.5% | +23.7% |
| 3Y | +64.5% | +20.7% | +43.8% | +57.6% |
| All | +81.6% | +23.3% | +58.3% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling