+181.3%
XLE vs BMY
+61.9%
+119.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +0.3% | -4.8% | +5.1% | +1.7% |
| 30D | +8.5% | -0.7% | +9.2% | +8.6% |
| 3M | +14.6% | +15.3% | -0.7% | +9.5% |
| 6M | +17.6% | +8.5% | +9.0% | +13.9% |
| YTD | +48.1% | +23.4% | +24.6% | +37.5% |
| 1Y | +53.8% | +42.9% | +10.9% | +35.5% |
| 3Y | +56.2% | +22.0% | +34.3% | +42.8% |
| 5Y | +227.7% | +24.3% | +203.4% | +193.2% |
| 10Y | +181.3% | +64.6% | +116.7% | +133.1% |
| All | +181.3% | +61.9% | +119.4% | +133.1% |
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