+381.3%
BMY vs VCIT
+98.3%
+283.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +5.0% | -0.8% | +5.8% | +5.2% |
| 3M | +19.4% | -1.0% | +20.4% | +19.7% |
| 6M | +9.5% | -1.8% | +11.4% | +10.0% |
| YTD | +28.1% | -0.7% | +28.8% | +28.3% |
| 1Y | +50.0% | +1.0% | +49.0% | +49.8% |
| 3Y | +24.1% | +18.8% | +5.2% | +21.0% |
| 5Y | +25.0% | +3.5% | +21.5% | +23.0% |
| 10Y | +68.7% | +29.2% | +39.4% | +71.1% |
| All | +381.3% | +98.3% | +283.0% | +445.3% |
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