+48.1%
BMY vs ACI
+25.9%
+22.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +5.0% | +5.9% | -0.9% | +4.6% |
| 3M | +19.4% | -19.8% | +39.2% | +20.9% |
| 6M | +9.5% | -24.7% | +34.3% | +11.3% |
| YTD | +28.1% | -24.4% | +52.5% | +30.1% |
| 1Y | +50.0% | -31.5% | +81.5% | +53.3% |
| 3Y | +24.1% | -38.7% | +62.8% | +27.6% |
| 5Y | +25.0% | -42.8% | +67.8% | +27.9% |
| All | +48.1% | +25.9% | +22.2% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling