+64.6%
BMY vs XRT
+120.9%
-56.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -4.8% | -2.4% | -2.4% | -4.3% |
| 30D | -0.7% | -6.9% | +6.3% | +1.0% |
| 3M | +15.3% | -0.4% | +15.7% | +15.4% |
| 6M | +8.5% | +2.2% | +6.3% | +7.9% |
| YTD | +23.4% | -0.7% | +24.1% | +23.4% |
| 1Y | +42.9% | -2.0% | +44.9% | +43.2% |
| 3Y | +22.0% | +41.0% | -19.1% | +11.9% |
| 5Y | +24.3% | -3.3% | +27.6% | +22.2% |
| 10Y | +64.6% | +124.8% | -60.2% | +8.8% |
| All | +64.6% | +120.9% | -56.3% | +8.8% |
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