+231.0%
BMY vs EWZ
+446.7%
-215.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.6% |
| 7D | -3.3% | +5.6% | -8.9% | -4.3% |
| 30D | 0.0% | +9.3% | -9.3% | -1.7% |
| 3M | +17.7% | +15.7% | +2.0% | +14.4% |
| 6M | +9.6% | +7.4% | +2.2% | +7.9% |
| YTD | +24.0% | +22.7% | +1.3% | +18.8% |
| 1Y | +45.1% | +36.4% | +8.7% | +36.1% |
| 3Y | +22.5% | +50.4% | -27.9% | +11.6% |
| 5Y | +22.3% | +67.6% | -45.3% | +6.9% |
| 10Y | +62.0% | +84.1% | -22.1% | +30.0% |
| All | +231.0% | +446.7% | -215.7% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling