+203.9%
BMY vs XLP
+523.7%
-319.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.2% |
| 7D | +0.4% | -1.0% | +1.4% | +1.3% |
| 30D | +5.0% | -0.9% | +5.9% | +5.8% |
| 3M | +19.4% | +3.8% | +15.6% | +15.3% |
| 6M | +9.5% | -1.7% | +11.3% | +11.0% |
| YTD | +28.1% | +10.3% | +17.8% | +16.9% |
| 1Y | +50.0% | +7.8% | +42.2% | +39.5% |
| 3Y | +24.1% | +27.2% | -3.1% | -0.8% |
| 5Y | +25.0% | +32.5% | -7.5% | -5.4% |
| 10Y | +68.7% | +101.8% | -33.1% | -17.5% |
| All | +203.9% | +523.7% | -319.8% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling