+148.7%
XLK vs BMY
+23.1%
+125.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.2% | -4.8% | +5.0% | +0.4% |
| 30D | -0.6% | -0.1% | -0.5% | -0.7% |
| 3M | +2.6% | +13.1% | -10.6% | +2.0% |
| 6M | +34.0% | +8.4% | +25.6% | +33.5% |
| YTD | +30.7% | +22.0% | +8.7% | +29.0% |
| 1Y | +39.2% | +40.3% | -1.1% | +35.9% |
| 3Y | +120.4% | +20.5% | +99.9% | +122.4% |
| All | +148.7% | +23.1% | +125.7% | +171.5% |
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