+203.9%
BMY vs XLB
+822.6%
-618.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.7% |
| 7D | +0.4% | -1.4% | +1.8% | +0.9% |
| 30D | +5.0% | -0.4% | +5.4% | +5.2% |
| 3M | +19.4% | +2.0% | +17.4% | +18.2% |
| 6M | +9.5% | +1.8% | +7.7% | +8.4% |
| YTD | +28.1% | +16.6% | +11.5% | +19.8% |
| 1Y | +50.0% | +16.9% | +33.0% | +39.9% |
| 3Y | +24.1% | +32.6% | -8.5% | +9.4% |
| 5Y | +25.0% | +35.6% | -10.7% | +7.3% |
| 10Y | +68.7% | +160.0% | -91.4% | +7.6% |
| All | +203.9% | +822.6% | -618.7% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling