+69.9%
XLI vs BMY
+30.5%
+39.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +3.8% | +2.1% | +1.7% | +3.4% |
| 30D | +1.0% | +7.0% | -6.0% | 0.0% |
| 3M | -8.9% | -0.9% | -8.0% | -8.9% |
| 6M | -2.3% | +14.9% | -17.2% | -4.8% |
| YTD | +9.7% | +22.8% | -13.2% | +5.7% |
| 1Y | +12.3% | +36.2% | -23.9% | +6.4% |
| 3Y | +71.5% | +45.7% | +25.8% | +58.9% |
| All | +69.9% | +30.5% | +39.4% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling