+483.3%
BMY vs VWO
+317.6%
+165.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -6.4% | -1.7% | -4.7% | -5.8% |
| 30D | +0.2% | -0.3% | +0.5% | +0.3% |
| 3M | +16.0% | +4.0% | +12.0% | +14.1% |
| 6M | +8.3% | +8.1% | +0.2% | +4.8% |
| YTD | +22.2% | +11.6% | +10.6% | +16.8% |
| 1Y | +41.7% | +16.2% | +25.5% | +33.3% |
| 3Y | +20.7% | +63.3% | -42.6% | -0.5% |
| 5Y | +23.9% | +33.4% | -9.4% | +8.7% |
| 10Y | +62.9% | +113.3% | -50.4% | +17.2% |
| All | +483.3% | +317.6% | +165.6% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling