+192.9%
XOM vs BMY
+63.7%
+129.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +4.1% | -4.8% | +8.8% | +5.3% |
| 30D | +4.6% | -0.1% | +4.7% | +4.5% |
| 3M | +14.0% | +13.1% | +0.9% | +10.3% |
| 6M | +11.0% | +8.4% | +2.6% | +8.1% |
| YTD | +40.7% | +22.0% | +18.7% | +32.5% |
| 1Y | +52.3% | +40.3% | +12.0% | +37.4% |
| 3Y | +60.5% | +20.5% | +39.9% | +49.3% |
| 5Y | +266.4% | +23.7% | +242.7% | +234.0% |
| All | +192.9% | +63.7% | +129.2% | +148.6% |
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