+61.0%
BMY vs XME
+426.6%
-365.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.4% |
| 7D | -6.4% | -3.0% | -3.3% | -5.9% |
| 30D | +0.2% | -2.6% | +2.8% | +0.6% |
| 3M | +16.0% | +2.2% | +13.8% | +15.2% |
| 6M | +8.3% | +0.7% | +7.6% | +7.3% |
| YTD | +22.2% | +10.9% | +11.3% | +18.5% |
| 1Y | +41.7% | +35.7% | +6.0% | +31.7% |
| 3Y | +20.7% | +127.1% | -106.4% | -0.1% |
| 5Y | +23.9% | +168.5% | -144.5% | -3.9% |
| All | +61.0% | +426.6% | -365.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling