+64.6%
BMY vs VFC
-69.4%
+134.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -4.8% | -2.3% | -2.5% | -4.5% |
| 30D | -0.7% | -13.4% | +12.7% | +1.2% |
| 3M | +15.3% | -23.7% | +39.0% | +18.9% |
| 6M | +8.5% | -24.5% | +33.0% | +11.7% |
| YTD | +23.4% | -27.8% | +51.3% | +27.5% |
| 1Y | +42.9% | -13.5% | +56.4% | +43.4% |
| 3Y | +22.0% | -27.1% | +49.1% | +17.8% |
| 5Y | +24.3% | -79.0% | +103.3% | +48.9% |
| 10Y | +64.6% | -68.7% | +133.3% | +75.9% |
| All | +64.6% | -69.4% | +134.0% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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