+60.1%
BMY vs XPO
+1,266.4%
-1,206.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.5% | +1.6% |
| 7D | +2.1% | +9.0% | -6.9% | +1.2% |
| 30D | +7.0% | +4.2% | +2.8% | +6.5% |
| 3M | -0.9% | -8.7% | +7.8% | -0.1% |
| 6M | +14.9% | -2.8% | +17.7% | +14.9% |
| YTD | +22.8% | +41.9% | -19.0% | +18.3% |
| 1Y | +36.2% | +42.3% | -6.1% | +31.2% |
| 3Y | +45.7% | +127.3% | -81.6% | +32.2% |
| 5Y | +31.3% | +306.4% | -275.1% | +10.0% |
| All | +60.1% | +1,266.4% | -1,206.3% | +18.9% |
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