+218.0%
XLE vs BMY
+25.3%
+192.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | +5.0% | +6.8% | +10.9% |
| 3M | +9.8% | +19.4% | -9.6% | +6.8% |
| 6M | +15.6% | +9.5% | +6.0% | +13.8% |
| YTD | +45.3% | +28.1% | +17.2% | +39.1% |
| 1Y | +48.3% | +50.0% | -1.7% | +37.7% |
| 3Y | +55.4% | +24.1% | +31.4% | +51.0% |
| All | +218.0% | +25.3% | +192.7% | +247.1% |
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 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