+59.0%
BMY vs VST
+1,147.5%
-1,088.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | +1.8% | -6.0% | +7.8% | +2.0% |
| 30D | +6.2% | -18.8% | +25.0% | +7.1% |
| 3M | -2.1% | -8.0% | +5.9% | -2.1% |
| 6M | +14.3% | -10.9% | +25.2% | +14.3% |
| YTD | +21.6% | -18.3% | +39.9% | +21.9% |
| 1Y | +38.8% | -29.9% | +68.7% | +40.3% |
| 3Y | +42.9% | +290.3% | -247.4% | +12.3% |
| 5Y | +30.1% | +635.3% | -605.2% | -8.9% |
| All | +59.0% | +1,147.5% | -1,088.5% | +3.0% |
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