+61.0%
BMY vs VMC
+154.4%
-93.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -6.4% | -3.7% | -2.7% | -5.8% |
| 30D | +0.2% | -12.8% | +13.0% | +2.3% |
| 3M | +16.0% | -7.9% | +23.9% | +17.1% |
| 6M | +8.3% | -7.5% | +15.8% | +9.3% |
| YTD | +22.2% | -11.6% | +33.8% | +24.0% |
| 1Y | +41.7% | -14.3% | +55.9% | +44.3% |
| 3Y | +20.7% | +18.5% | +2.2% | +15.8% |
| 5Y | +23.9% | +46.8% | -22.8% | +13.3% |
| All | +61.0% | +154.4% | -93.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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