+414.5%
BMY vs VRSK
+586.4%
-171.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -5.2% | +0.4% | -3.4% |
| 30D | -0.1% | -2.3% | +2.2% | +0.4% |
| 3M | +13.1% | -2.9% | +16.0% | +13.5% |
| 6M | +8.4% | -12.8% | +21.2% | +11.4% |
| YTD | +22.0% | -20.8% | +42.8% | +28.1% |
| 1Y | +40.3% | -33.2% | +73.5% | +54.2% |
| 3Y | +20.5% | -26.6% | +47.1% | +27.7% |
| 5Y | +23.7% | -11.3% | +35.0% | +22.1% |
| 10Y | +62.6% | +126.1% | -63.5% | +19.6% |
| All | +414.5% | +586.4% | -171.9% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling