+1,637.4%
BMY vs CI
+7,937.0%
-6,299.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.0% |
| 7D | -0.5% | -1.6% | +1.0% | -0.2% |
| 30D | +4.1% | +5.4% | -1.3% | +2.9% |
| 3M | -2.1% | +7.3% | -9.4% | -3.7% |
| 6M | +12.2% | +5.3% | +6.9% | +10.7% |
| YTD | +20.3% | +8.5% | +11.8% | +17.6% |
| 1Y | +39.2% | +17.1% | +22.1% | +33.6% |
| 3Y | +35.6% | +1.4% | +34.2% | +31.8% |
| 5Y | +28.6% | +50.5% | -21.9% | +12.7% |
| 10Y | +73.9% | +168.5% | -94.7% | +28.2% |
| All | +1,637.4% | +7,937.0% | -6,299.5% | +362.4% |
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