+60.7%
BMY vs XHB
+215.4%
-154.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -4.8% | -4.6% | -0.1% | -3.6% |
| 30D | -0.1% | -9.1% | +9.0% | +2.3% |
| 3M | +13.1% | -8.6% | +21.7% | +15.3% |
| 6M | +8.4% | -4.0% | +12.4% | +8.9% |
| YTD | +22.0% | -3.9% | +25.9% | +22.3% |
| 1Y | +40.3% | -16.5% | +56.8% | +45.6% |
| 3Y | +20.5% | +22.6% | -2.0% | +12.0% |
| 5Y | +23.7% | +33.9% | -10.2% | +10.3% |
| All | +60.7% | +215.4% | -154.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling