+62.2%
BMY vs XLC
+137.2%
-75.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +2.1% | +3.7% | -1.6% | +0.9% |
| 30D | +7.0% | -1.9% | +8.9% | +7.6% |
| 3M | -0.9% | -3.1% | +2.2% | 0.0% |
| 6M | +14.9% | -6.4% | +21.3% | +17.1% |
| YTD | +22.8% | -6.8% | +29.7% | +25.2% |
| 1Y | +36.2% | -1.7% | +37.9% | +36.4% |
| 3Y | +45.7% | +64.7% | -19.0% | +21.0% |
| 5Y | +31.3% | +41.1% | -9.8% | +16.2% |
| All | +62.2% | +137.2% | -75.1% | +4.8% |
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