+60.7%
BMY vs FXI
+17.1%
+43.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -4.8% | -3.9% | -0.9% | -4.2% |
| 30D | -0.1% | -2.1% | +2.0% | +0.2% |
| 3M | +13.1% | -0.5% | +13.6% | +13.2% |
| 6M | +8.4% | -4.5% | +12.9% | +9.1% |
| YTD | +22.0% | -9.2% | +31.2% | +23.6% |
| 1Y | +40.3% | -13.8% | +54.1% | +43.2% |
| 3Y | +20.5% | +36.6% | -16.1% | +12.2% |
| 5Y | +23.7% | -6.7% | +30.4% | +25.0% |
| All | +60.7% | +17.1% | +43.7% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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