+437.1%
BMY vs XME
+170.7%
+266.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +7.0% | -6.1% | +13.1% | +8.0% |
| 3M | -0.9% | -18.6% | +17.8% | +2.6% |
| 6M | +14.9% | -23.9% | +38.8% | +19.7% |
| YTD | +22.8% | -9.3% | +32.2% | +23.1% |
| 1Y | +36.2% | +1.8% | +34.5% | +33.4% |
| 3Y | +45.7% | +93.0% | -47.3% | +23.4% |
| 5Y | +31.3% | +107.0% | -75.7% | +7.1% |
| 10Y | +60.6% | +266.9% | -206.3% | +10.6% |
| All | +437.1% | +170.7% | +266.4% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling