+188.4%
BMY vs EFA
+392.1%
-203.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.9% |
| 7D | -3.3% | +1.2% | -4.5% | -3.9% |
| 30D | 0.0% | -0.7% | +0.7% | +0.3% |
| 3M | +17.7% | +6.4% | +11.3% | +13.9% |
| 6M | +9.6% | +11.4% | -1.8% | +3.4% |
| YTD | +24.0% | +14.0% | +10.0% | +15.4% |
| 1Y | +45.1% | +20.2% | +24.9% | +31.4% |
| 3Y | +22.5% | +68.2% | -45.7% | -7.5% |
| 5Y | +22.3% | +54.8% | -32.5% | -5.1% |
| 10Y | +62.0% | +142.4% | -80.4% | -2.5% |
| All | +188.4% | +392.1% | -203.7% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling