+20.5%
BMY vs XLU
+47.0%
-26.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -4.8% | -1.6% | -3.2% | -4.1% |
| 30D | -0.1% | -3.3% | +3.2% | +1.3% |
| 3M | +13.1% | -3.2% | +16.3% | +14.6% |
| 6M | +8.4% | -7.0% | +15.4% | +11.7% |
| YTD | +22.0% | +0.6% | +21.3% | +21.8% |
| 1Y | +40.3% | +2.4% | +37.9% | +38.8% |
| 3Y | +20.5% | +46.3% | -25.7% | +2.5% |
| All | +20.5% | +47.0% | -26.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3y: compounded portfolio wealth divided by compounded XLU 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…
3y analysis · Full analysis span regression · 6 months rolling