+23.9%
BMY vs XHB
+30.4%
-6.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -6.4% | -5.2% | -1.1% | -5.5% |
| 30D | +0.2% | -12.1% | +12.4% | +2.4% |
| 3M | +16.0% | -6.2% | +22.2% | +17.0% |
| 6M | +8.3% | -6.7% | +15.0% | +9.2% |
| YTD | +22.2% | -5.5% | +27.6% | +22.8% |
| 1Y | +41.7% | -15.6% | +57.3% | +45.0% |
| 3Y | +20.7% | +22.0% | -1.3% | +17.7% |
| 5Y | +23.9% | +31.8% | -7.9% | +14.7% |
| All | +23.9% | +30.4% | -6.5% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling