+443.5%
BMY vs VIVK
-100.0%
+543.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.8% | -3.2% |
| 7D | -3.3% | +13.1% | -16.4% | -3.3% |
| 30D | 0.0% | -29.7% | +29.6% | -0.1% |
| 3M | +17.7% | -93.0% | +110.7% | +17.3% |
| 6M | +9.6% | -98.0% | +107.6% | +9.1% |
| YTD | +24.0% | -97.8% | +121.7% | +23.5% |
| 1Y | +45.1% | -100.0% | +145.1% | +43.7% |
| 3Y | +22.5% | -100.0% | +122.5% | +21.4% |
| 5Y | +22.3% | -100.0% | +122.3% | +21.2% |
| 10Y | +62.0% | -100.0% | +162.0% | +63.9% |
| All | +443.5% | -100.0% | +543.5% | +463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling