+32.6%
BMY vs FXI
-16.7%
+49.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -1.3% | -4.2% | +2.9% | -0.5% |
| 30D | +10.0% | -2.0% | +12.0% | +10.2% |
| 3M | -1.2% | -5.0% | +3.8% | -0.2% |
| 6M | +12.8% | -9.6% | +22.4% | +15.8% |
| YTD | +20.7% | -11.9% | +32.6% | +21.9% |
| 1Y | +32.6% | -16.7% | +49.3% | +42.3% |
| All | +32.6% | -16.7% | +49.4% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling