+23.9%
BMY vs EWJ
+47.6%
-23.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -6.4% | -1.5% | -4.9% | -6.1% |
| 30D | +0.2% | +0.2% | +0.1% | +0.2% |
| 3M | +16.0% | +8.6% | +7.4% | +13.5% |
| 6M | +8.3% | +12.1% | -3.8% | +5.0% |
| YTD | +22.2% | +20.1% | +2.1% | +16.6% |
| 1Y | +41.7% | +25.2% | +16.5% | +34.0% |
| 3Y | +20.7% | +70.8% | -50.1% | +6.5% |
| 5Y | +23.9% | +49.2% | -25.2% | +13.1% |
| All | +23.9% | +47.6% | -23.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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