+25.8%
BMY vs XLP
+32.7%
-6.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 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% | +10.6% |
| YTD | +28.1% | +10.3% | +17.8% | +20.1% |
| 1Y | +50.0% | +7.8% | +42.2% | +42.6% |
| 3Y | +24.1% | +27.2% | -3.1% | +7.4% |
| All | +25.8% | +32.7% | -6.9% | +3.3% |
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 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