+24.3%
BMY vs CMI
+164.8%
-140.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -4.8% | -0.7% | -4.0% | -4.7% |
| 30D | -0.1% | -12.4% | +12.3% | +1.4% |
| 3M | +13.1% | -14.8% | +27.9% | +14.7% |
| 6M | +8.4% | +0.8% | +7.6% | +6.7% |
| YTD | +22.0% | +10.2% | +11.8% | +17.8% |
| 1Y | +40.3% | +37.4% | +2.9% | +30.5% |
| 3Y | +20.5% | +153.3% | -132.8% | +0.4% |
| All | +24.3% | +164.8% | -140.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling