+23.9%
BMY vs EFA
+51.0%
-27.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -6.4% | -2.4% | -4.0% | -5.7% |
| 30D | +0.2% | -2.2% | +2.5% | +0.9% |
| 3M | +16.0% | +5.7% | +10.3% | +13.8% |
| 6M | +8.3% | +8.2% | +0.1% | +5.4% |
| YTD | +22.2% | +11.8% | +10.4% | +17.7% |
| 1Y | +41.7% | +18.3% | +23.4% | +34.1% |
| 3Y | +20.7% | +64.9% | -44.2% | +4.3% |
| 5Y | +23.9% | +52.4% | -28.5% | +9.4% |
| All | +23.9% | +51.0% | -27.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling