+60.7%
BMY vs XYZ
+610.4%
-549.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.8% | -4.3% | -0.5% | -4.4% |
| 30D | -0.1% | +1.2% | -1.3% | -0.2% |
| 3M | +13.1% | +14.6% | -1.5% | +11.8% |
| 6M | +8.4% | +22.6% | -14.2% | +6.4% |
| YTD | +22.0% | +21.7% | +0.3% | +19.4% |
| 1Y | +40.3% | +6.7% | +33.6% | +38.5% |
| 3Y | +20.5% | +46.8% | -26.3% | +13.4% |
| 5Y | +23.7% | -68.0% | +91.8% | +29.8% |
| All | +60.7% | +610.4% | -549.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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