+22.3%
BMY vs XLC
+37.3%
-15.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | 0.0% | +0.2% | -0.3% | -0.1% |
| 3M | +17.7% | +0.6% | +17.1% | +17.5% |
| 6M | +9.6% | -4.5% | +14.1% | +10.5% |
| YTD | +24.0% | -4.7% | +28.7% | +25.0% |
| 1Y | +45.1% | -1.7% | +46.8% | +45.3% |
| 3Y | +22.5% | +72.3% | -49.8% | +10.6% |
| 5Y | +22.3% | +37.8% | -15.5% | +15.5% |
| All | +22.3% | +37.3% | -15.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling