+149.9%
XLE vs BMY
+27.8%
+122.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -12.0% | -0.5% | -11.5% | -12.0% |
| 30D | -2.7% | +4.1% | -6.8% | -3.4% |
| 3M | +6.6% | -2.1% | +8.7% | +6.7% |
| 6M | +9.5% | +12.2% | -2.7% | +7.3% |
| YTD | +40.6% | +20.3% | +20.2% | +35.7% |
| 1Y | +43.6% | +39.2% | +4.4% | +34.8% |
| 3Y | +58.1% | +35.6% | +22.5% | +49.0% |
| All | +149.9% | +27.8% | +122.1% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling