+1,111.5%
XLI vs BMY
+208.2%
+903.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | +1.0% | -3.3% | +4.3% | +2.0% |
| 30D | -5.8% | 0.0% | -5.8% | -5.9% |
| 3M | +0.7% | +17.7% | -17.0% | -4.4% |
| 6M | +3.2% | +9.6% | -6.5% | -0.2% |
| YTD | +13.0% | +24.0% | -10.9% | +5.2% |
| 1Y | +16.8% | +45.1% | -28.3% | +3.2% |
| 3Y | +72.4% | +22.5% | +49.9% | +56.9% |
| 5Y | +82.8% | +22.3% | +60.5% | +64.9% |
| 10Y | +252.4% | +62.0% | +190.5% | +184.4% |
| All | +1,111.5% | +208.2% | +903.3% | +564.2% |
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