+30.9%
BMY vs XHB
+28.9%
+2.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.6% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +7.0% | +9.9% | -2.9% | +5.3% |
| 3M | -0.9% | -6.3% | +5.4% | +0.1% |
| 6M | +14.9% | +3.8% | +11.1% | +13.8% |
| YTD | +22.8% | +0.1% | +22.7% | +22.2% |
| 1Y | +36.2% | -0.8% | +37.0% | +35.7% |
| 3Y | +45.7% | +35.6% | +10.1% | +40.3% |
| All | +30.9% | +28.9% | +2.0% | +22.0% |
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