+1,749.1%
BMY vs VMC
+3,246.6%
-1,497.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +0.4% | -4.3% | +4.7% | +1.2% |
| 30D | +5.0% | -8.2% | +13.3% | +6.8% |
| 3M | +19.4% | -7.0% | +26.4% | +20.8% |
| 6M | +9.5% | -10.8% | +20.3% | +11.6% |
| YTD | +28.1% | -7.4% | +35.5% | +29.2% |
| 1Y | +50.0% | -9.5% | +59.5% | +51.9% |
| 3Y | +24.1% | +20.5% | +3.6% | +17.1% |
| 5Y | +25.0% | +51.6% | -26.6% | +10.6% |
| 10Y | +68.7% | +150.0% | -81.4% | +27.0% |
| All | +1,749.1% | +3,246.6% | -1,497.5% | +667.2% |
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