+788.5%
XLK vs BMY
+63.7%
+724.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -4.8% | +5.0% | +1.3% |
| 30D | -0.6% | -0.1% | -0.5% | -0.7% |
| 3M | +2.6% | +13.1% | -10.6% | -0.7% |
| 6M | +34.0% | +8.4% | +25.6% | +30.6% |
| YTD | +30.7% | +22.0% | +8.7% | +23.4% |
| 1Y | +39.2% | +40.3% | -1.1% | +26.2% |
| 3Y | +120.4% | +20.5% | +99.9% | +105.2% |
| 5Y | +148.8% | +23.7% | +125.1% | +126.7% |
| All | +788.5% | +63.7% | +724.8% | +642.3% |
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 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