+73.0%
XLF vs BMY
+20.8%
+52.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.9% | -6.4% | +3.5% | -1.9% |
| 30D | -1.6% | +0.2% | -1.8% | -1.6% |
| 3M | +9.3% | +16.0% | -6.7% | +6.8% |
| 6M | +14.6% | +8.3% | +6.3% | +13.0% |
| YTD | +4.7% | +22.2% | -17.4% | +1.3% |
| 1Y | +8.6% | +41.7% | -33.1% | +2.6% |
| All | +73.0% | +20.8% | +52.2% | +68.0% |
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