+60.1%
BMY vs XLB
+163.6%
-103.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.1% | +0.5% | +1.5% | +1.8% |
| 30D | +7.0% | +5.2% | +1.8% | +4.9% |
| 3M | -0.9% | +0.3% | -1.2% | -1.0% |
| 6M | +14.9% | +1.2% | +13.8% | +14.1% |
| YTD | +22.8% | +16.6% | +6.2% | +14.8% |
| 1Y | +36.2% | +21.4% | +14.8% | +25.2% |
| 3Y | +45.7% | +43.2% | +2.5% | +24.4% |
| 5Y | +31.3% | +28.0% | +3.2% | +15.9% |
| All | +60.1% | +163.6% | -103.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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