+60.7%
BMY vs EFA
+146.6%
-85.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -4.8% | -1.5% | -3.2% | -4.1% |
| 30D | -0.1% | -1.7% | +1.6% | +0.7% |
| 3M | +13.1% | +3.5% | +9.6% | +11.1% |
| 6M | +8.4% | +9.5% | -1.1% | +3.4% |
| YTD | +22.0% | +12.9% | +9.1% | +14.5% |
| 1Y | +40.3% | +18.2% | +22.1% | +28.8% |
| 3Y | +20.5% | +64.8% | -44.3% | -6.7% |
| 5Y | +23.7% | +53.9% | -30.2% | -1.1% |
| All | +60.7% | +146.6% | -85.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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