+1,749.1%
BMY vs CI
+7,591.2%
-5,842.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +5.0% | +4.4% | +0.6% | +3.9% |
| 3M | +19.4% | +0.7% | +18.7% | +19.0% |
| 6M | +9.5% | +0.3% | +9.2% | +9.1% |
| YTD | +28.1% | +3.8% | +24.3% | +26.4% |
| 1Y | +50.0% | -5.5% | +55.5% | +49.8% |
| 3Y | +24.1% | +8.1% | +16.0% | +18.6% |
| 5Y | +25.0% | +42.8% | -17.8% | +10.8% |
| 10Y | +68.7% | +143.9% | -75.2% | +26.9% |
| All | +1,749.1% | +7,591.2% | -5,842.1% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling