+22.5%
BMY vs XRT
+42.5%
-20.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | -3.3% | -0.3% | -3.1% | -3.2% |
| 30D | 0.0% | -5.6% | +5.6% | +1.8% |
| 3M | +17.7% | +2.5% | +15.2% | +16.7% |
| 6M | +9.6% | +3.7% | +6.0% | +8.2% |
| YTD | +24.0% | +1.0% | +23.0% | +23.2% |
| 1Y | +45.1% | -1.2% | +46.3% | +45.0% |
| 3Y | +22.5% | +43.4% | -20.9% | +5.8% |
| All | +22.5% | +42.5% | -20.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling