+59.3%
BMY vs XRT
+145.8%
-86.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.0% | -1.4% | -0.6% | -1.7% |
| 30D | +9.3% | +9.8% | -0.5% | +6.9% |
| 3M | -0.1% | +3.3% | -3.4% | -0.9% |
| 6M | +15.5% | +13.6% | +1.9% | +11.9% |
| YTD | +21.8% | +9.1% | +12.8% | +19.1% |
| 1Y | +34.9% | +15.1% | +19.8% | +30.3% |
| 3Y | +43.2% | +59.9% | -16.8% | +27.7% |
| 5Y | +30.7% | -1.7% | +32.5% | +28.6% |
| 10Y | +59.3% | +141.1% | -81.9% | +6.1% |
| All | +59.3% | +145.8% | -86.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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