+59.3%
BMY vs VCIT
+30.9%
+28.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | +9.3% | +1.5% | +7.8% | +8.6% |
| 3M | -0.1% | -1.0% | +0.9% | +0.4% |
| 6M | +15.5% | -1.7% | +17.1% | +16.3% |
| YTD | +21.8% | -1.4% | +23.2% | +22.6% |
| 1Y | +34.9% | -0.9% | +35.8% | +35.5% |
| 3Y | +43.2% | +19.8% | +23.4% | +35.0% |
| 5Y | +30.7% | +4.6% | +26.1% | +29.3% |
| 10Y | +59.3% | +31.5% | +27.8% | +63.7% |
| All | +59.3% | +30.9% | +28.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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