+559.4%
BMY vs VSAT
+1,481.5%
-922.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -2.0% | +12.5% | -14.5% | -2.9% |
| 30D | +9.3% | +11.0% | -1.8% | +8.1% |
| 3M | -0.1% | -11.1% | +11.0% | +0.1% |
| 6M | +15.5% | +2.8% | +12.7% | +13.7% |
| YTD | +21.8% | +118.0% | -96.2% | +13.1% |
| 1Y | +34.9% | +97.1% | -62.2% | +25.8% |
| 3Y | +43.2% | +296.8% | -253.7% | +20.5% |
| 5Y | +30.7% | +38.7% | -7.9% | +15.6% |
| 10Y | +59.3% | -7.4% | +66.7% | +40.7% |
| All | +559.4% | +1,481.5% | -922.1% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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