+4,210.3%
KO vs BMY
+1,714.3%
+2,496.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.8% | -4.8% | +4.0% | +0.5% |
| 30D | +0.8% | -0.7% | +1.4% | +0.9% |
| 3M | +8.3% | +15.3% | -7.0% | +4.0% |
| 6M | +14.0% | +8.5% | +5.5% | +11.0% |
| YTD | +26.9% | +23.4% | +3.5% | +19.1% |
| 1Y | +32.7% | +42.9% | -10.3% | +19.2% |
| 3Y | +63.9% | +22.0% | +42.0% | +50.8% |
| 5Y | +81.7% | +24.3% | +57.4% | +65.2% |
| 10Y | +183.0% | +64.6% | +118.4% | +130.2% |
| All | +4,210.3% | +1,714.3% | +2,496.0% | +784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling