+64.6%
BMY vs VXUS
+146.7%
-82.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.1% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | -0.7% | +0.7% | -1.3% | -1.0% |
| 3M | +15.3% | +4.8% | +10.6% | +12.6% |
| 6M | +8.5% | +11.3% | -2.8% | +2.6% |
| YTD | +23.4% | +16.5% | +6.9% | +14.0% |
| 1Y | +42.9% | +24.3% | +18.6% | +27.9% |
| 3Y | +22.0% | +74.5% | -52.5% | -8.1% |
| 5Y | +24.3% | +54.3% | -30.0% | -0.6% |
| 10Y | +64.6% | +150.1% | -85.5% | +3.9% |
| All | +64.6% | +146.7% | -82.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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