+68.5%
BMY vs VST
+1,112.0%
-1,043.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.6% | -12.1% | -2.1% |
| 7D | -0.5% | -9.8% | +9.3% | -0.2% |
| 30D | +4.1% | -25.1% | +29.2% | +5.4% |
| 3M | -2.1% | -11.6% | +9.5% | -1.9% |
| 6M | +12.2% | -20.9% | +33.1% | +12.9% |
| YTD | +20.3% | -22.3% | +42.6% | +20.9% |
| 1Y | +39.2% | -32.0% | +71.2% | +40.9% |
| 3Y | +35.6% | +262.4% | -226.8% | +7.4% |
| 5Y | +28.6% | +563.4% | -534.8% | -8.7% |
| All | +68.5% | +1,112.0% | -1,043.5% | +14.3% |
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