+24.3%
BMY vs ACI
-43.7%
+68.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | -4.8% | -5.0% | +0.2% | -4.3% |
| 30D | -0.7% | -2.3% | +1.6% | -0.5% |
| 3M | +15.3% | -23.2% | +38.5% | +17.8% |
| 6M | +8.5% | -29.5% | +38.0% | +11.7% |
| YTD | +23.4% | -28.6% | +52.1% | +26.7% |
| 1Y | +42.9% | -34.0% | +77.0% | +47.8% |
| 3Y | +22.0% | -45.0% | +66.9% | +28.2% |
| 5Y | +24.3% | -44.0% | +68.3% | +27.8% |
| All | +24.3% | -43.7% | +68.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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