+998.7%
XLE vs BMY
+202.3%
+796.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.1% |
| 7D | -6.7% | +1.8% | -8.5% | -7.3% |
| 30D | -4.4% | +6.2% | -10.6% | -6.4% |
| 3M | +4.0% | -2.1% | +6.1% | +4.1% |
| 6M | +13.2% | +14.3% | -1.1% | +7.8% |
| YTD | +41.9% | +21.6% | +20.3% | +31.8% |
| 1Y | +41.6% | +38.8% | +2.8% | +26.0% |
| 3Y | +64.0% | +42.9% | +21.0% | +41.0% |
| 5Y | +158.1% | +30.1% | +128.0% | +126.5% |
| 10Y | +163.9% | +58.2% | +105.8% | +114.6% |
| All | +998.7% | +202.3% | +796.5% | +515.9% |
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 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