+1,637.4%
BMY vs CI
+7,992.0%
-6,354.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +5.1% | +4.7% | +0.4% | +4.1% |
| 3M | -3.0% | +5.2% | -8.2% | -4.1% |
| 6M | +13.1% | +3.8% | +9.3% | +11.9% |
| YTD | +20.3% | +9.2% | +11.1% | +17.4% |
| 1Y | +39.0% | +14.3% | +24.8% | +34.2% |
| 3Y | +42.0% | +8.4% | +33.5% | +35.9% |
| 5Y | +28.5% | +50.0% | -21.5% | +12.8% |
| 10Y | +57.5% | +142.2% | -84.7% | +18.8% |
| All | +1,637.4% | +7,992.0% | -6,354.6% | +361.6% |
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 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