+20.7%
BMY vs XPO
+151.2%
-130.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -6.4% | -1.3% | -5.0% | -6.3% |
| 30D | +0.2% | -10.4% | +10.6% | +1.2% |
| 3M | +16.0% | -15.7% | +31.6% | +17.7% |
| 6M | +8.3% | -6.3% | +14.7% | +8.7% |
| YTD | +22.2% | +34.2% | -12.0% | +19.0% |
| 1Y | +41.7% | +39.9% | +1.7% | +37.5% |
| All | +20.7% | +151.2% | -130.5% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling