+60.7%
BMY vs VWO
+117.1%
-56.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -4.8% | -1.8% | -3.0% | -4.2% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | +13.1% | +2.2% | +10.9% | +12.0% |
| 6M | +8.4% | +8.8% | -0.3% | +4.8% |
| YTD | +22.0% | +12.4% | +9.6% | +16.5% |
| 1Y | +40.3% | +15.6% | +24.7% | +32.5% |
| 3Y | +20.5% | +62.5% | -42.0% | -0.1% |
| 5Y | +23.7% | +34.3% | -10.5% | +9.8% |
| All | +60.7% | +117.1% | -56.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling