+433.3%
BMY vs VO
+822.3%
-389.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.4% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +5.1% | +0.5% | +4.6% | +4.8% |
| 3M | -3.0% | -1.0% | -2.0% | -2.6% |
| 6M | +13.1% | +6.4% | +6.6% | +9.2% |
| YTD | +20.3% | +13.6% | +6.7% | +12.2% |
| 1Y | +39.0% | +14.5% | +24.5% | +29.1% |
| 3Y | +42.0% | +67.2% | -25.2% | +6.9% |
| 5Y | +28.5% | +36.1% | -7.5% | +5.7% |
| 10Y | +57.5% | +199.3% | -141.8% | -19.2% |
| All | +433.3% | +822.3% | -389.0% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling