+1,642.5%
BMY vs VMC
+3,476.8%
-1,834.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | +10.0% | +15.3% | -5.3% | +6.8% |
| 3M | -1.2% | +0.3% | -1.5% | -1.3% |
| 6M | +12.8% | +0.9% | +11.9% | +12.1% |
| YTD | +20.7% | -1.0% | +21.7% | +20.0% |
| 1Y | +32.6% | -4.3% | +37.0% | +32.9% |
| 3Y | +41.8% | +35.3% | +6.5% | +30.7% |
| 5Y | +29.0% | +44.4% | -15.4% | +15.5% |
| 10Y | +57.8% | +128.0% | -70.2% | +21.6% |
| All | +1,642.5% | +3,476.8% | -1,834.4% | +612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling