+22.5%
BMY vs XLB
+34.9%
-12.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | 0.0% | -1.7% | +1.7% | +0.6% |
| 3M | +17.7% | +4.4% | +13.4% | +15.5% |
| 6M | +9.6% | +5.0% | +4.6% | +7.0% |
| YTD | +24.0% | +15.5% | +8.5% | +16.0% |
| 1Y | +45.1% | +14.9% | +30.2% | +36.0% |
| 3Y | +22.5% | +34.5% | -12.0% | +6.1% |
| All | +22.5% | +34.9% | -12.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling