+60.7%
BMY vs EWZ
+94.8%
-34.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -4.8% | +0.9% | -5.6% | -4.9% |
| 30D | -0.1% | +12.8% | -12.9% | -2.0% |
| 3M | +13.1% | +10.8% | +2.4% | +11.2% |
| 6M | +8.4% | +2.5% | +5.9% | +7.7% |
| YTD | +22.0% | +21.4% | +0.6% | +17.9% |
| 1Y | +40.3% | +32.8% | +7.5% | +33.5% |
| 3Y | +20.5% | +45.2% | -24.7% | +12.2% |
| 5Y | +23.7% | +63.0% | -39.3% | +11.1% |
| All | +60.7% | +94.8% | -34.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling