+27.8%
BMY vs VLTO
+55.4%
-27.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | +10.0% | +18.7% | -8.7% | +5.8% |
| 3M | -1.2% | +21.7% | -22.9% | -5.5% |
| 6M | +12.8% | +35.8% | -23.0% | +5.1% |
| YTD | +20.7% | +18.3% | +2.4% | +15.9% |
| 1Y | +32.6% | +20.9% | +11.7% | +26.5% |
| 3Y | +41.8% | +68.8% | -27.0% | +28.0% |
| All | +27.8% | +55.4% | -27.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling