+38.5%
BMY vs XYZ
+655.2%
-616.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.6% |
| 7D | +2.1% | -1.1% | +3.1% | +2.1% |
| 30D | +7.0% | +11.5% | -4.5% | +6.0% |
| 3M | -0.9% | +1.8% | -2.7% | -1.1% |
| 6M | +14.9% | +21.2% | -6.3% | +12.9% |
| YTD | +22.8% | +29.9% | -7.1% | +19.5% |
| 1Y | +36.2% | +35.8% | +0.5% | +32.1% |
| 3Y | +45.7% | +62.6% | -16.9% | +36.1% |
| 5Y | +31.3% | -62.8% | +94.1% | +35.1% |
| 10Y | +60.6% | +612.0% | -551.4% | +16.0% |
| All | +38.5% | +655.2% | -616.7% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling