+30.2%
BMY vs XLP
+43.0%
-12.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -2.0% | -0.5% | -1.5% | -1.6% |
| 30D | +9.3% | +8.3% | +0.9% | +3.8% |
| 3M | -0.1% | +8.7% | -8.8% | -5.3% |
| 6M | +15.5% | +11.2% | +4.3% | +7.6% |
| YTD | +21.8% | +20.0% | +1.8% | +8.2% |
| 1Y | +34.9% | +21.3% | +13.5% | +18.9% |
| 3Y | +43.2% | +43.8% | -0.7% | +15.4% |
| All | +30.2% | +43.0% | -12.8% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling