+20.7%
BMY vs XYZ
+46.5%
-25.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -6.4% | -5.2% | -1.2% | -6.1% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +16.0% | +18.7% | -2.7% | +15.0% |
| 6M | +8.3% | +20.5% | -12.2% | +7.1% |
| YTD | +22.2% | +21.5% | +0.7% | +20.6% |
| 1Y | +41.7% | +7.2% | +34.5% | +40.5% |
| All | +20.7% | +46.5% | -25.8% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling