+58.2%
BMY vs CI
+147.8%
-89.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +0.4% |
| 7D | +1.8% | +2.6% | -0.8% | +1.1% |
| 30D | +6.2% | +7.3% | -1.1% | +4.5% |
| 3M | -2.1% | +9.5% | -11.6% | -4.3% |
| 6M | +14.3% | +6.4% | +7.8% | +12.3% |
| YTD | +21.6% | +12.0% | +9.6% | +17.7% |
| 1Y | +38.8% | +20.1% | +18.7% | +32.0% |
| 3Y | +42.9% | +9.6% | +33.4% | +35.9% |
| 5Y | +30.1% | +52.7% | -22.7% | +11.5% |
| 10Y | +58.2% | +150.3% | -92.1% | +21.0% |
| All | +58.2% | +147.8% | -89.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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