+561.6%
BMY vs FXI
+221.5%
+340.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | +0.4% | +1.0% | -0.7% | +0.1% |
| 30D | +5.0% | -0.6% | +5.6% | +5.1% |
| 3M | +19.4% | +1.9% | +17.5% | +18.7% |
| 6M | +9.5% | -0.2% | +9.7% | +9.3% |
| YTD | +28.1% | -5.6% | +33.7% | +29.4% |
| 1Y | +50.0% | -4.7% | +54.6% | +51.0% |
| 3Y | +24.1% | +38.0% | -14.0% | +11.6% |
| 5Y | +25.0% | -2.7% | +27.7% | +18.9% |
| 10Y | +68.7% | +19.9% | +48.7% | +47.9% |
| All | +561.6% | +221.5% | +340.0% | +312.4% |
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