+347.6%
BMY vs VCIT
+96.4%
+251.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +4.1% | +1.9% | +2.2% | +3.6% |
| 3M | -3.1% | -1.4% | -1.7% | -2.8% |
| 6M | +11.0% | -2.1% | +13.2% | +11.6% |
| YTD | +19.1% | -1.6% | +20.7% | +19.6% |
| 1Y | +37.8% | -0.9% | +38.7% | +38.1% |
| 3Y | +34.2% | +20.0% | +14.2% | +30.9% |
| 5Y | +27.2% | +3.1% | +24.1% | +25.5% |
| 10Y | +72.1% | +28.7% | +43.3% | +75.2% |
| All | +347.6% | +96.4% | +251.2% | +408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling