+1,642.5%
BMY vs VSH
+1,455.9%
+186.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.4% |
| 7D | -1.3% | +26.2% | -27.5% | -4.0% |
| 30D | +10.0% | -12.5% | +22.5% | +10.8% |
| 3M | -1.2% | -16.9% | +15.8% | -0.2% |
| 6M | +12.8% | -17.0% | +29.8% | +11.6% |
| YTD | +20.7% | +93.8% | -73.1% | +7.1% |
| 1Y | +32.6% | +99.3% | -66.7% | +17.2% |
| 3Y | +41.8% | +35.0% | +6.8% | +28.3% |
| 5Y | +29.0% | +45.8% | -16.8% | +14.1% |
| 10Y | +57.8% | +127.1% | -69.4% | +28.8% |
| All | +1,642.5% | +1,455.9% | +186.5% | +739.8% |
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