+62.0%
BMY vs OVV
+54.2%
+7.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | -3.3% | -3.7% | +0.4% | -3.1% |
| 30D | 0.0% | +8.0% | -8.0% | -0.5% |
| 3M | +17.7% | +11.3% | +6.5% | +17.0% |
| 6M | +9.6% | +24.0% | -14.4% | +8.1% |
| YTD | +24.0% | +65.3% | -41.3% | +20.2% |
| 1Y | +45.1% | +60.2% | -15.1% | +40.8% |
| 3Y | +22.5% | +46.9% | -24.4% | +18.5% |
| 5Y | +22.3% | +158.7% | -136.4% | +12.6% |
| 10Y | +62.0% | +50.8% | +11.1% | +37.1% |
| All | +62.0% | +54.2% | +7.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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