+24.3%
BMY vs XLB
+35.5%
-11.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -4.8% | -2.9% | -1.9% | -3.9% |
| 30D | -0.7% | -3.4% | +2.7% | +0.4% |
| 3M | +15.3% | +1.6% | +13.7% | +14.6% |
| 6M | +8.5% | +3.6% | +4.9% | +7.0% |
| YTD | +23.4% | +14.2% | +9.2% | +17.8% |
| 1Y | +42.9% | +15.6% | +27.3% | +35.8% |
| 3Y | +22.0% | +33.1% | -11.1% | +10.9% |
| 5Y | +24.3% | +35.0% | -10.7% | +10.6% |
| All | +24.3% | +35.5% | -11.2% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling