+24.3%
BMY vs XYZ
-68.2%
+92.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.8% | -4.3% | -0.5% | -4.6% |
| 30D | -0.1% | +1.2% | -1.3% | -0.2% |
| 3M | +13.1% | +14.6% | -1.5% | +12.4% |
| 6M | +8.4% | +22.6% | -14.2% | +7.3% |
| YTD | +22.0% | +21.7% | +0.3% | +20.6% |
| 1Y | +40.3% | +6.7% | +33.6% | +39.3% |
| 3Y | +20.5% | +46.8% | -26.3% | +17.1% |
| All | +24.3% | -68.2% | +92.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling