+43.2%
BMY vs XLC
-2.7%
+45.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | -0.7% | -0.9% | +0.2% | -0.5% |
| 3M | +15.3% | -0.3% | +15.7% | +15.5% |
| 6M | +8.5% | -5.2% | +13.7% | +9.2% |
| YTD | +23.4% | -5.3% | +28.8% | +24.1% |
| All | +43.2% | -2.7% | +45.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling