+1,749.1%
BMY vs VSH
+1,674.8%
+74.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.4% |
| 7D | +0.4% | +4.1% | -3.7% | -0.1% |
| 30D | +5.0% | -4.2% | +9.2% | +5.3% |
| 3M | +19.4% | -50.0% | +69.4% | +27.6% |
| 6M | +9.5% | +80.2% | -70.6% | -0.6% |
| YTD | +28.1% | +121.1% | -93.0% | +13.0% |
| 1Y | +50.0% | +112.0% | -62.0% | +32.5% |
| 3Y | +24.1% | +22.5% | +1.5% | +14.7% |
| 5Y | +25.0% | +64.0% | -39.1% | +10.2% |
| 10Y | +68.7% | +170.4% | -101.7% | +36.2% |
| All | +1,749.1% | +1,674.8% | +74.3% | +786.5% |
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 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