+22.0%
BMY vs XOP
+35.8%
-13.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.8% | +1.0% | -5.8% | -4.9% |
| 30D | -0.7% | +10.8% | -11.5% | -1.8% |
| 3M | +15.3% | +19.5% | -4.1% | +12.9% |
| 6M | +8.5% | +21.6% | -13.0% | +5.5% |
| YTD | +23.4% | +55.8% | -32.4% | +15.5% |
| 1Y | +42.9% | +54.6% | -11.7% | +33.7% |
| All | +22.0% | +35.8% | -13.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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