+24.3%
BMY vs VIVK
-100.0%
+124.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.2% |
| 7D | -4.8% | -4.4% | -0.4% | -4.8% |
| 30D | -0.1% | -40.8% | +40.7% | 0.0% |
| 3M | +13.1% | -94.1% | +107.3% | +13.6% |
| 6M | +8.4% | -98.2% | +106.6% | +9.0% |
| YTD | +22.0% | -98.0% | +120.0% | +22.4% |
| 1Y | +40.3% | -100.0% | +140.3% | +42.0% |
| 3Y | +20.5% | -100.0% | +120.5% | +21.0% |
| All | +24.3% | -100.0% | +124.3% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling