+60.7%
BMY vs XPO
+1,516.3%
-1,455.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -5.7% | +0.9% | -4.2% |
| 30D | -0.1% | -12.8% | +12.7% | +1.2% |
| 3M | +13.1% | -20.0% | +33.1% | +15.4% |
| 6M | +8.4% | -6.0% | +14.5% | +8.8% |
| YTD | +22.0% | +34.0% | -12.1% | +18.2% |
| 1Y | +40.3% | +35.6% | +4.7% | +35.7% |
| 3Y | +20.5% | +152.3% | -131.8% | +8.2% |
| 5Y | +23.7% | +264.4% | -240.6% | +5.0% |
| All | +60.7% | +1,516.3% | -1,455.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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