+534.5%
BMY vs FXI
+200.0%
+334.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.1% | -4.2% | +6.3% | +3.1% |
| 30D | +7.0% | -1.1% | +8.1% | +7.3% |
| 3M | -0.9% | -4.0% | +3.1% | 0.0% |
| 6M | +14.9% | -11.8% | +26.8% | +18.1% |
| YTD | +22.8% | -11.9% | +34.7% | +26.1% |
| 1Y | +36.2% | -16.1% | +52.4% | +41.5% |
| 3Y | +45.7% | +38.8% | +6.9% | +30.8% |
| 5Y | +31.3% | -9.1% | +40.3% | +27.1% |
| 10Y | +60.6% | +18.4% | +42.2% | +41.0% |
| All | +534.5% | +200.0% | +334.5% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling