+20.7%
BMY vs VIVK
-100.0%
+120.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -6.4% | -9.5% | +3.1% | -6.3% |
| 30D | +0.2% | -35.1% | +35.3% | +0.3% |
| 3M | +16.0% | -93.4% | +109.3% | +16.5% |
| 6M | +8.3% | -98.0% | +106.3% | +9.0% |
| YTD | +22.2% | -97.9% | +120.0% | +22.5% |
| 1Y | +41.7% | -100.0% | +141.7% | +44.1% |
| All | +20.7% | -100.0% | +120.7% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling