+22.5%
BMY vs FXI
+40.3%
-17.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.9% |
| 7D | -3.3% | -1.0% | -2.4% | -3.2% |
| 30D | 0.0% | -3.2% | +3.2% | +0.3% |
| 3M | +17.7% | +1.7% | +16.0% | +17.6% |
| 6M | +9.6% | -1.6% | +11.2% | +9.8% |
| YTD | +24.0% | -7.9% | +31.9% | +24.9% |
| 1Y | +45.1% | -9.6% | +54.7% | +46.3% |
| 3Y | +22.5% | +40.5% | -18.0% | +15.6% |
| All | +22.5% | +40.3% | -17.9% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling