+839.5%
BMY vs EWJ
+155.8%
+683.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -3.3% | +2.9% | -6.2% | -4.3% |
| 30D | 0.0% | +1.1% | -1.1% | -0.5% |
| 3M | +17.7% | +7.1% | +10.6% | +14.5% |
| 6M | +9.6% | +16.2% | -6.6% | +3.4% |
| YTD | +24.0% | +22.0% | +2.0% | +14.9% |
| 1Y | +45.1% | +26.2% | +18.9% | +32.7% |
| 3Y | +22.5% | +73.5% | -51.0% | -0.9% |
| 5Y | +22.3% | +52.7% | -30.4% | +2.5% |
| 10Y | +62.0% | +138.5% | -76.5% | +15.2% |
| All | +839.5% | +155.8% | +683.7% | +470.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling