+22.0%
BMY vs VSH
+35.1%
-13.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -4.8% | +3.5% | -8.3% | -5.0% |
| 30D | -0.7% | -4.4% | +3.7% | -0.5% |
| 3M | +15.3% | -45.8% | +61.1% | +18.9% |
| 6M | +8.5% | +90.1% | -81.6% | -2.6% |
| YTD | +23.4% | +120.3% | -96.9% | +8.4% |
| 1Y | +42.9% | +112.2% | -69.3% | +25.4% |
| All | +22.0% | +35.1% | -13.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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