+35.5%
XLV vs BMY
+23.1%
+12.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -4.8% | +1.2% | -2.0% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | +7.8% | +13.1% | -5.3% | +3.5% |
| 6M | +9.1% | +8.4% | +0.7% | +5.9% |
| YTD | +7.7% | +22.0% | -14.2% | +0.7% |
| 1Y | +20.4% | +40.3% | -19.9% | +7.5% |
| 3Y | +30.8% | +20.5% | +10.2% | +22.8% |
| All | +35.5% | +23.1% | +12.4% | +29.1% |
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