+176.5%
XLE vs BMY
+57.0%
+119.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.8% |
| 7D | +4.4% | -1.3% | +5.7% | +4.8% |
| 30D | -4.3% | +10.0% | -14.2% | -7.2% |
| 3M | +6.0% | -1.2% | +7.2% | +5.9% |
| 6M | +13.2% | +12.8% | +0.4% | +8.2% |
| YTD | +46.7% | +20.7% | +26.1% | +36.3% |
| 1Y | +46.6% | +32.6% | +14.0% | +31.6% |
| 3Y | +69.6% | +41.8% | +27.7% | +44.5% |
| 5Y | +166.5% | +29.0% | +137.6% | +131.8% |
| All | +176.5% | +57.0% | +119.5% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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