+1,673.5%
BMY vs VSH
+1,390.4%
+283.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.2% |
| 7D | +2.1% | +14.3% | -12.3% | +0.4% |
| 30D | +7.0% | -7.9% | +14.9% | +7.2% |
| 3M | -0.9% | -19.9% | +19.0% | +0.5% |
| 6M | +14.9% | -30.5% | +45.5% | +16.3% |
| YTD | +22.8% | +85.7% | -62.8% | +9.5% |
| 1Y | +36.2% | +98.9% | -62.7% | +20.3% |
| 3Y | +45.7% | +32.1% | +13.6% | +32.0% |
| 5Y | +31.3% | +39.7% | -8.4% | +16.7% |
| 10Y | +60.6% | +117.6% | -57.0% | +31.7% |
| All | +1,673.5% | +1,390.4% | +283.1% | +758.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling