+303.5%
EWY vs BMY
+63.7%
+239.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -4.8% | +4.7% | +0.9% |
| 30D | +7.3% | -0.1% | +7.4% | +7.2% |
| 3M | -5.1% | +13.1% | -18.2% | -8.0% |
| 6M | +42.1% | +8.4% | +33.6% | +38.7% |
| YTD | +94.1% | +22.0% | +72.1% | +84.3% |
| 1Y | +147.8% | +40.3% | +107.5% | +126.8% |
| 3Y | +222.9% | +20.5% | +202.4% | +202.4% |
| 5Y | +150.6% | +23.7% | +126.9% | +129.1% |
| All | +303.5% | +63.7% | +239.8% | +247.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling