+59.3%
BMY vs VXUS
+146.5%
-87.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | +9.3% | -1.2% | +10.4% | +9.7% |
| 3M | -0.1% | -3.8% | +3.8% | +1.5% |
| 6M | +15.5% | -1.7% | +17.1% | +15.6% |
| YTD | +21.8% | +11.4% | +10.4% | +14.6% |
| 1Y | +34.9% | +13.3% | +21.5% | +25.8% |
| 3Y | +43.2% | +70.0% | -26.8% | +8.8% |
| 5Y | +30.7% | +48.1% | -17.4% | +6.3% |
| 10Y | +59.3% | +147.1% | -87.8% | +4.7% |
| All | +59.3% | +146.5% | -87.2% | +4.7% |
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