+28.5%
BMY vs XRT
-1.2%
+29.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.9% |
| 30D | +5.1% | +10.3% | -5.2% | +3.2% |
| 3M | -3.0% | +2.4% | -5.4% | -3.5% |
| 6M | +13.1% | +10.0% | +3.1% | +11.0% |
| YTD | +20.3% | +9.5% | +10.8% | +18.1% |
| 1Y | +39.0% | +17.2% | +21.8% | +34.9% |
| 3Y | +42.0% | +62.0% | -20.0% | +32.2% |
| 5Y | +28.5% | -2.1% | +30.6% | +17.1% |
| All | +28.5% | -1.2% | +29.7% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling