+50.0%
BMY vs XLP
+7.6%
+42.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.4% |
| 7D | +0.4% | -1.0% | +1.4% | +1.0% |
| 30D | +5.0% | -0.9% | +5.9% | +5.6% |
| 3M | +19.4% | +3.8% | +15.6% | +16.4% |
| 6M | +9.5% | -1.7% | +11.3% | +9.7% |
| YTD | +28.1% | +10.3% | +17.8% | +24.3% |
| 1Y | +50.0% | +7.8% | +42.2% | +48.3% |
| All | +50.0% | +7.6% | +42.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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