+62.0%
BMY vs CI
+142.6%
-80.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.7% |
| 7D | -3.3% | -2.0% | -1.3% | -2.8% |
| 30D | 0.0% | -1.8% | +1.8% | +0.4% |
| 3M | +17.7% | -4.2% | +22.0% | +18.8% |
| 6M | +9.6% | +2.7% | +6.9% | +8.6% |
| YTD | +24.0% | +1.9% | +22.1% | +22.8% |
| 1Y | +45.1% | -6.3% | +51.4% | +45.2% |
| 3Y | +22.5% | +3.9% | +18.6% | +17.7% |
| 5Y | +22.3% | +41.9% | -19.6% | +6.4% |
| 10Y | +62.0% | +140.4% | -78.4% | +12.6% |
| All | +62.0% | +142.6% | -80.6% | +12.6% |
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