+29.0%
BMY vs VMC
+46.0%
-17.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | -1.3% | -1.7% | +0.4% | -1.0% |
| 30D | +10.0% | +15.3% | -5.3% | +7.9% |
| 3M | -1.2% | +0.3% | -1.5% | -1.3% |
| 6M | +12.8% | +0.9% | +11.9% | +12.3% |
| YTD | +20.7% | -1.0% | +21.7% | +20.3% |
| 1Y | +32.6% | -4.3% | +37.0% | +32.8% |
| 3Y | +41.8% | +35.3% | +6.5% | +34.7% |
| 5Y | +29.0% | +44.4% | -15.4% | +16.6% |
| All | +29.0% | +46.0% | -17.1% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling