+40.3%
BMY vs EFA
+18.9%
+21.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.6% |
| 3M | +13.1% | +3.5% | +9.6% | +11.3% |
| 6M | +8.4% | +9.5% | -1.1% | +3.5% |
| YTD | +22.0% | +12.9% | +9.1% | +13.1% |
| 1Y | +40.3% | +18.2% | +22.1% | +24.4% |
| All | +40.3% | +18.9% | +21.4% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling