+30.1%
BMY vs XLB
+30.8%
-0.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +6.2% | +6.9% | -0.7% | +4.1% |
| 3M | -2.1% | -0.2% | -2.0% | -2.1% |
| 6M | +14.3% | +3.3% | +11.0% | +12.9% |
| YTD | +21.6% | +18.0% | +3.6% | +15.0% |
| 1Y | +38.8% | +24.2% | +14.6% | +29.1% |
| 3Y | +42.9% | +44.7% | -1.8% | +27.5% |
| 5Y | +30.1% | +31.6% | -1.5% | +17.6% |
| All | +30.1% | +30.8% | -0.8% | +17.6% |
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