+450.8%
BMY vs VIG
+655.8%
-205.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.1% | +3.5% | -1.4% | -0.5% |
| 30D | +7.0% | +4.9% | +2.1% | +3.3% |
| 3M | -0.9% | +2.5% | -3.4% | -2.6% |
| 6M | +14.9% | +11.0% | +3.9% | +6.6% |
| YTD | +22.8% | +16.0% | +6.9% | +10.3% |
| 1Y | +36.2% | +17.5% | +18.7% | +21.2% |
| 3Y | +45.7% | +67.0% | -21.3% | -0.2% |
| 5Y | +31.3% | +64.8% | -33.5% | -10.7% |
| 10Y | +60.6% | +263.6% | -203.0% | -42.2% |
| All | +450.8% | +655.8% | -205.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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