+57.5%
BMY vs VST
+1,219.3%
-1,161.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.3% | -7.3% | -0.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.5% |
| 30D | +5.1% | -17.1% | +22.2% | +5.9% |
| 3M | -3.0% | -4.6% | +1.6% | -3.1% |
| 6M | +13.1% | -9.1% | +22.1% | +13.0% |
| YTD | +20.3% | -16.6% | +37.0% | +20.5% |
| 1Y | +39.0% | -29.5% | +68.5% | +40.5% |
| 3Y | +42.0% | +297.5% | -255.5% | +11.5% |
| 5Y | +28.5% | +654.5% | -626.0% | -10.1% |
| 10Y | +57.5% | +1,205.2% | -1,147.7% | +3.1% |
| All | +57.5% | +1,219.3% | -1,161.8% | +3.1% |
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