+20.7%
XLK vs BMY
+45.9%
-25.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | +0.6% |
| 7D | -7.6% | +6.0% | -13.6% | -6.8% |
| 30D | -12.2% | +9.1% | -21.3% | -11.0% |
| 3M | -5.5% | -2.6% | -2.9% | -5.3% |
| 6M | +9.2% | +13.1% | -4.0% | +11.9% |
| YTD | +23.0% | +23.0% | 0.0% | +25.6% |
| 1Y | +20.7% | +45.6% | -24.8% | +22.3% |
| All | +20.7% | +45.9% | -25.2% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling