+4,294.1%
XOM vs BMY
+1,722.2%
+2,571.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.6% |
| 7D | -2.4% | -3.3% | +1.0% | -1.5% |
| 30D | +5.7% | 0.0% | +5.7% | +5.6% |
| 3M | +6.6% | +17.7% | -11.2% | +1.8% |
| 6M | +7.7% | +9.6% | -2.0% | +4.4% |
| YTD | +36.2% | +24.0% | +12.2% | +27.5% |
| 1Y | +50.5% | +45.1% | +5.4% | +34.4% |
| 3Y | +53.4% | +22.5% | +30.9% | +40.7% |
| 5Y | +254.2% | +22.3% | +231.9% | +222.6% |
| 10Y | +177.9% | +62.0% | +115.9% | +129.3% |
| All | +4,294.1% | +1,722.2% | +2,571.9% | +1,584.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling