+163.9%
XLE vs BMY
+60.5%
+103.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -7.9% | -1.4% | -6.5% | -7.6% |
| 30D | -4.8% | +5.1% | -9.9% | -6.5% |
| 3M | +8.4% | -3.0% | +11.4% | +8.8% |
| 6M | +12.7% | +13.1% | -0.4% | +7.6% |
| YTD | +41.3% | +20.3% | +21.0% | +31.3% |
| 1Y | +42.3% | +39.0% | +3.3% | +25.7% |
| 3Y | +65.1% | +42.0% | +23.1% | +40.5% |
| 5Y | +150.2% | +28.5% | +121.7% | +117.8% |
| 10Y | +163.9% | +57.5% | +106.4% | +120.4% |
| All | +163.9% | +60.5% | +103.4% | +120.4% |
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