+223.9%
BMY vs XYL
+466.0%
-242.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -3.9% |
| 7D | -3.3% | +1.8% | -5.1% | -3.8% |
| 30D | 0.0% | -9.2% | +9.2% | +2.4% |
| 3M | +17.7% | -0.3% | +18.0% | +17.4% |
| 6M | +9.6% | -11.0% | +20.6% | +12.4% |
| YTD | +24.0% | -19.2% | +43.2% | +30.1% |
| 1Y | +45.1% | -21.2% | +66.3% | +53.2% |
| 3Y | +22.5% | +18.6% | +3.9% | +14.0% |
| 5Y | +22.3% | -14.3% | +36.6% | +22.4% |
| 10Y | +62.0% | +141.0% | -79.1% | +14.1% |
| All | +223.9% | +466.0% | -242.1% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling