+61.0%
BMY vs XLB
+162.9%
-101.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -6.4% | -3.5% | -2.8% | -5.0% |
| 30D | +0.2% | -4.7% | +4.9% | +2.2% |
| 3M | +16.0% | +2.7% | +13.2% | +14.5% |
| 6M | +8.3% | +2.6% | +5.7% | +6.9% |
| YTD | +22.2% | +12.8% | +9.3% | +15.7% |
| 1Y | +41.7% | +14.0% | +27.7% | +33.5% |
| 3Y | +20.7% | +31.5% | -10.8% | +6.6% |
| 5Y | +23.9% | +33.4% | -9.5% | +7.0% |
| All | +61.0% | +162.9% | -101.9% | +1.6% |
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