+60.1%
BMY vs VST
+1,139.0%
-1,079.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +2.1% | +6.6% | -4.5% | +1.7% |
| 30D | +7.0% | -12.4% | +19.4% | +7.5% |
| 3M | -0.9% | -9.0% | +8.1% | -0.7% |
| 6M | +14.9% | -6.4% | +21.4% | +14.6% |
| YTD | +22.8% | -17.2% | +40.0% | +23.0% |
| 1Y | +36.2% | -22.0% | +58.3% | +36.8% |
| 3Y | +45.7% | +296.7% | -251.0% | +14.3% |
| 5Y | +31.3% | +637.6% | -606.3% | -8.0% |
| All | +60.1% | +1,139.0% | -1,079.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling