+60.1%
BMY vs XYL
+100.4%
-40.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.1% | -3.7% | +5.8% | +3.0% |
| 30D | +7.0% | -8.3% | +15.3% | +8.8% |
| 3M | -0.9% | -21.4% | +20.6% | +4.4% |
| 6M | +14.9% | -12.9% | +27.9% | +17.8% |
| YTD | +22.8% | -30.1% | +52.9% | +32.4% |
| 1Y | +36.2% | -35.2% | +71.4% | +49.6% |
| 3Y | +45.7% | -0.8% | +46.5% | +41.2% |
| 5Y | +31.3% | -23.2% | +54.5% | +34.5% |
| All | +60.1% | +100.4% | -40.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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