+60.1%
BMY vs VFC
-48.6%
+108.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.5% | +1.4% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | +7.0% | +25.5% | -18.5% | +3.8% |
| 3M | -0.9% | +41.3% | -42.2% | -5.4% |
| 6M | +14.9% | +22.2% | -7.3% | +11.2% |
| YTD | +22.8% | +16.4% | +6.4% | +19.0% |
| 1Y | +36.2% | +38.4% | -2.2% | +28.8% |
| 3Y | +45.7% | +56.2% | -10.5% | +27.3% |
| 5Y | +31.3% | -68.2% | +99.4% | +49.7% |
| All | +60.1% | -48.6% | +108.7% | +61.4% |
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