+1,749.1%
BMY vs VFC
+845.1%
+904.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -2.3% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +5.0% | -11.6% | +16.6% | +7.3% |
| 3M | +19.4% | -18.1% | +37.5% | +23.0% |
| 6M | +9.5% | -27.4% | +36.9% | +14.8% |
| YTD | +28.1% | -24.8% | +52.9% | +32.9% |
| 1Y | +50.0% | -8.2% | +58.2% | +48.9% |
| 3Y | +24.1% | -29.1% | +53.2% | +18.9% |
| 5Y | +25.0% | -79.2% | +104.2% | +51.0% |
| 10Y | +68.7% | -68.1% | +136.8% | +75.2% |
| All | +1,749.1% | +845.1% | +904.0% | +877.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling