+42.9%
BMY vs VFC
+47.8%
-4.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +1.8% | +3.5% | -1.7% | +1.4% |
| 30D | +6.2% | +38.3% | -32.0% | +2.6% |
| 3M | -2.1% | +40.2% | -42.3% | -5.7% |
| 6M | +14.3% | +10.6% | +3.6% | +12.5% |
| YTD | +21.6% | +16.7% | +4.9% | +18.5% |
| 1Y | +38.8% | +45.0% | -6.2% | +32.0% |
| 3Y | +42.9% | +48.8% | -5.9% | +26.0% |
| All | +42.9% | +47.8% | -4.9% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling