+253.9%
XLI vs BMY
+63.7%
+190.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -4.8% | +3.1% | -0.3% |
| 30D | -7.3% | -0.1% | -7.2% | -7.3% |
| 3M | -1.3% | +13.1% | -14.5% | -5.1% |
| 6M | +2.2% | +8.4% | -6.2% | -0.6% |
| YTD | +11.7% | +22.0% | -10.3% | +4.8% |
| 1Y | +14.3% | +40.3% | -26.0% | +2.5% |
| 3Y | +70.3% | +20.5% | +49.8% | +57.4% |
| 5Y | +82.3% | +23.7% | +58.6% | +64.9% |
| All | +253.9% | +63.7% | +190.2% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling