+142.7%
EWY vs BMY
+22.8%
+119.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.2% |
| 7D | +1.2% | -6.4% | +7.6% | +1.5% |
| 30D | +9.3% | +0.2% | +9.1% | +9.2% |
| 3M | +2.4% | +16.0% | -13.5% | +1.5% |
| 6M | +40.3% | +8.3% | +32.0% | +39.8% |
| YTD | +88.0% | +22.2% | +65.8% | +85.4% |
| 1Y | +143.8% | +41.7% | +102.1% | +137.0% |
| 3Y | +217.8% | +20.7% | +197.1% | +213.8% |
| 5Y | +142.7% | +23.9% | +118.8% | +137.3% |
| All | +142.7% | +22.8% | +119.9% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling