+460.0%
BMY vs XRT
+514.3%
-54.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +5.0% | -4.2% | +9.2% | +6.4% |
| 3M | +19.4% | +5.1% | +14.3% | +17.4% |
| 6M | +9.5% | +2.4% | +7.1% | +8.5% |
| YTD | +28.1% | +3.2% | +24.9% | +26.4% |
| 1Y | +50.0% | +1.5% | +48.5% | +48.6% |
| 3Y | +24.1% | +40.6% | -16.5% | +9.6% |
| 5Y | +25.0% | -1.0% | +26.0% | +19.8% |
| 10Y | +68.7% | +128.4% | -59.8% | +9.5% |
| All | +460.0% | +514.3% | -54.3% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling