+339.8%
BMY vs VXUS
+179.6%
+160.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +0.4% | +1.0% | -0.7% | -0.1% |
| 30D | +5.0% | +2.2% | +2.8% | +3.9% |
| 3M | +19.4% | +3.0% | +16.4% | +17.3% |
| 6M | +9.5% | +10.7% | -1.1% | +3.6% |
| YTD | +28.1% | +17.8% | +10.2% | +17.2% |
| 1Y | +50.0% | +27.6% | +22.4% | +31.9% |
| 3Y | +24.1% | +73.3% | -49.2% | -7.2% |
| 5Y | +25.0% | +54.3% | -29.3% | -1.7% |
| 10Y | +68.7% | +149.8% | -81.2% | -0.1% |
| All | +339.8% | +179.6% | +160.2% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling