+68.5%
BMY vs XLP
+126.4%
-57.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.7% |
| 7D | -0.5% | +0.7% | -1.3% | -1.0% |
| 30D | +4.1% | +10.3% | -6.2% | -2.4% |
| 3M | -2.1% | +6.5% | -8.7% | -6.1% |
| 6M | +12.2% | +8.4% | +3.8% | +6.3% |
| YTD | +20.3% | +18.2% | +2.1% | +7.6% |
| 1Y | +39.2% | +22.4% | +16.8% | +21.6% |
| 3Y | +35.6% | +41.9% | -6.3% | +8.0% |
| 5Y | +28.6% | +40.9% | -12.3% | +1.8% |
| All | +68.5% | +126.4% | -57.9% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling