+58.1%
XLE vs BMY
+34.7%
+23.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -12.0% | -0.5% | -11.5% | -12.0% |
| 30D | -2.7% | +4.1% | -6.8% | -3.2% |
| 3M | +6.6% | -2.1% | +8.7% | +6.7% |
| 6M | +9.5% | +12.2% | -2.7% | +8.0% |
| YTD | +40.6% | +20.3% | +20.2% | +36.9% |
| 1Y | +43.6% | +39.2% | +4.4% | +36.8% |
| 3Y | +58.1% | +35.6% | +22.5% | +52.0% |
| All | +58.1% | +34.7% | +23.4% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling