+1,024.7%
XLE vs BMY
+218.3%
+806.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | +5.0% | +6.8% | +10.0% |
| 3M | +9.8% | +19.4% | -9.6% | +3.7% |
| 6M | +15.6% | +9.5% | +6.0% | +11.6% |
| YTD | +45.3% | +28.1% | +17.2% | +33.4% |
| 1Y | +48.3% | +50.0% | -1.7% | +29.0% |
| 3Y | +55.4% | +24.1% | +31.4% | +40.4% |
| 5Y | +216.1% | +25.0% | +191.1% | +182.4% |
| 10Y | +178.4% | +68.7% | +109.7% | +122.1% |
| All | +1,024.7% | +218.3% | +806.4% | +523.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling