+20.5%
BMY vs XLY
+35.2%
-14.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -4.8% | -1.7% | -3.1% | -4.4% |
| 30D | -0.1% | -4.2% | +4.1% | +0.8% |
| 3M | +13.1% | -2.7% | +15.8% | +13.6% |
| 6M | +8.4% | -0.6% | +9.0% | +8.3% |
| YTD | +22.0% | -5.0% | +27.0% | +22.8% |
| 1Y | +40.3% | -4.1% | +44.4% | +40.9% |
| 3Y | +20.5% | +33.6% | -13.1% | +10.0% |
| All | +20.5% | +35.2% | -14.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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