+20.5%
BMY vs VRSK
-26.5%
+47.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -5.2% | +0.4% | -4.0% |
| 30D | -0.1% | -2.3% | +2.2% | +0.2% |
| 3M | +13.1% | -2.9% | +16.0% | +13.3% |
| 6M | +8.4% | -12.8% | +21.2% | +10.4% |
| YTD | +22.0% | -20.8% | +42.8% | +26.9% |
| 1Y | +40.3% | -33.2% | +73.5% | +51.5% |
| 3Y | +20.5% | -26.6% | +47.1% | +25.0% |
| All | +20.5% | -26.5% | +47.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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