+1,655.9%
BMY vs VFC
+1,367.6%
+288.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +1.8% | +3.5% | -1.7% | +1.1% |
| 30D | +6.2% | +38.3% | -32.0% | 0.0% |
| 3M | -2.1% | +40.2% | -42.3% | -8.2% |
| 6M | +14.3% | +10.6% | +3.6% | +11.1% |
| YTD | +21.6% | +16.7% | +4.9% | +16.2% |
| 1Y | +38.8% | +45.0% | -6.2% | +27.1% |
| 3Y | +42.9% | +48.8% | -5.9% | +19.9% |
| 5Y | +30.1% | -67.6% | +97.6% | +44.8% |
| 10Y | +58.2% | -47.5% | +105.7% | +49.4% |
| All | +1,655.9% | +1,367.6% | +288.3% | +754.5% |
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