+207.4%
BMY vs IEFA
+211.8%
-4.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.6% |
| 30D | -0.7% | -1.1% | +0.4% | -0.1% |
| 3M | +15.3% | +5.1% | +10.3% | +12.3% |
| 6M | +8.5% | +9.3% | -0.8% | +3.3% |
| YTD | +23.4% | +13.0% | +10.5% | +15.4% |
| 1Y | +42.9% | +19.2% | +23.8% | +29.9% |
| 3Y | +22.0% | +67.0% | -45.0% | -8.1% |
| 5Y | +24.3% | +51.1% | -26.8% | -1.9% |
| 10Y | +64.6% | +146.5% | -81.9% | -6.8% |
| All | +207.4% | +211.8% | -4.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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