+60.7%
BMY vs VGT
+820.0%
-759.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +13.1% | +4.4% | +8.7% | +11.6% |
| 6M | +8.4% | +32.1% | -23.7% | +0.5% |
| YTD | +22.0% | +28.8% | -6.8% | +13.6% |
| 1Y | +40.3% | +35.3% | +4.9% | +28.7% |
| 3Y | +20.5% | +124.8% | -104.2% | -6.9% |
| 5Y | +23.7% | +137.9% | -114.2% | -8.4% |
| All | +60.7% | +820.0% | -759.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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