+22.5%
BMY vs VO
+57.7%
-35.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -3.3% | +0.6% | -4.0% | -3.6% |
| 30D | 0.0% | -1.1% | +1.0% | +0.4% |
| 3M | +17.7% | +4.5% | +13.2% | +15.3% |
| 6M | +9.6% | +11.1% | -1.4% | +4.3% |
| YTD | +24.0% | +13.5% | +10.4% | +16.6% |
| 1Y | +45.1% | +14.5% | +30.6% | +35.9% |
| 3Y | +22.5% | +58.1% | -35.6% | -4.1% |
| All | +22.5% | +57.7% | -35.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling