+415.1%
XLF vs BMY
+208.2%
+206.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.2% |
| 7D | +0.2% | -3.3% | +3.5% | +1.5% |
| 30D | -0.5% | 0.0% | -0.5% | -0.6% |
| 3M | +10.6% | +17.7% | -7.1% | +3.5% |
| 6M | +14.3% | +9.6% | +4.7% | +9.5% |
| YTD | +5.5% | +24.0% | -18.5% | -3.9% |
| 1Y | +9.6% | +45.1% | -35.5% | -6.7% |
| 3Y | +75.2% | +22.5% | +52.7% | +54.7% |
| 5Y | +65.5% | +22.3% | +43.2% | +44.7% |
| 10Y | +246.4% | +62.0% | +184.5% | +160.1% |
| All | +415.1% | +208.2% | +206.9% | +136.9% |
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