+164.3%
EWY vs BMY
+47.1%
+117.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +4.3% |
| 7D | +4.8% | +0.4% | +4.5% | +4.9% |
| 30D | +11.7% | +5.0% | +6.7% | +12.6% |
| 3M | -7.4% | +19.4% | -26.8% | -4.3% |
| 6M | +40.6% | +9.5% | +31.0% | +46.7% |
| YTD | +94.3% | +28.1% | +66.2% | +103.8% |
| 1Y | +164.3% | +50.0% | +114.3% | +183.5% |
| All | +164.3% | +47.1% | +117.2% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling