+1,244.2%
EWY vs BMY
+238.2%
+1,006.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +1.6% |
| 7D | +8.0% | -3.3% | +11.4% | +9.2% |
| 30D | +14.3% | 0.0% | +14.4% | +14.1% |
| 3M | +2.3% | +17.7% | -15.4% | -4.1% |
| 6M | +49.9% | +9.6% | +40.2% | +43.2% |
| YTD | +95.3% | +24.0% | +71.4% | +78.6% |
| 1Y | +161.7% | +45.1% | +116.6% | +125.0% |
| 3Y | +230.2% | +22.5% | +207.7% | +192.4% |
| 5Y | +148.1% | +22.3% | +125.8% | +116.3% |
| 10Y | +293.2% | +62.0% | +231.2% | +194.4% |
| All | +1,244.2% | +238.2% | +1,006.0% | +439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling