+574.0%
BMY vs CNI
+6,494.7%
-5,920.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | -0.7% | -2.1% | +1.4% | -0.1% |
| 3M | +15.3% | +1.8% | +13.5% | +14.6% |
| 6M | +8.5% | +14.8% | -6.3% | +4.0% |
| YTD | +23.4% | +25.4% | -1.9% | +15.0% |
| 1Y | +42.9% | +32.9% | +10.0% | +30.7% |
| 3Y | +22.0% | +20.2% | +1.8% | +13.7% |
| 5Y | +24.3% | +12.2% | +12.2% | +16.5% |
| 10Y | +64.6% | +136.0% | -71.4% | +19.9% |
| All | +574.0% | +6,494.7% | -5,920.7% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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