+60.9%
BMY vs XLC
+137.1%
-76.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -2.0% | +3.5% | -5.5% | -3.1% |
| 30D | +9.3% | -2.6% | +11.8% | +10.1% |
| 3M | -0.1% | -2.1% | +2.0% | +0.4% |
| 6M | +15.5% | -5.5% | +20.9% | +17.2% |
| YTD | +21.8% | -6.9% | +28.7% | +24.2% |
| 1Y | +34.9% | -3.7% | +38.6% | +36.0% |
| 3Y | +43.2% | +64.2% | -21.0% | +19.0% |
| 5Y | +30.7% | +43.0% | -12.3% | +14.9% |
| All | +60.9% | +137.1% | -76.2% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling