+194.2%
BMY vs XLU
+639.3%
-445.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.6% |
| 7D | -3.3% | +2.1% | -5.4% | -4.3% |
| 30D | 0.0% | -0.4% | +0.3% | 0.0% |
| 3M | +17.7% | +0.5% | +17.2% | +17.4% |
| 6M | +9.6% | -5.8% | +15.4% | +12.6% |
| YTD | +24.0% | +3.1% | +20.8% | +22.0% |
| 1Y | +45.1% | +8.1% | +37.0% | +39.5% |
| 3Y | +22.5% | +50.5% | -28.0% | +0.1% |
| 5Y | +22.3% | +44.7% | -22.4% | +0.5% |
| 10Y | +62.0% | +136.8% | -74.9% | +1.1% |
| All | +194.2% | +639.3% | -445.1% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling