+45.6%
BMY vs VIVK
-100.0%
+145.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -27.5% | +31.5% | +4.1% |
| 7D | +6.0% | -68.7% | +74.6% | +6.4% |
| 30D | +9.1% | -90.0% | +99.2% | +10.0% |
| 3M | -2.6% | -98.1% | +95.5% | -1.5% |
| 6M | +13.1% | -99.9% | +113.0% | +14.9% |
| YTD | +23.0% | -99.9% | +122.9% | +23.8% |
| 1Y | +45.6% | -100.0% | +145.6% | +48.5% |
| All | +45.6% | -100.0% | +145.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling