+38.8%
BMY vs VST
-32.3%
+71.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +0.9% |
| 7D | +1.8% | -6.0% | +7.8% | +1.6% |
| 30D | +6.2% | -18.8% | +25.0% | +5.6% |
| 3M | -2.1% | -8.0% | +5.9% | -2.5% |
| 6M | +14.3% | -10.9% | +25.2% | +13.5% |
| YTD | +21.6% | -18.3% | +39.9% | +21.0% |
| 1Y | +38.8% | -29.9% | +68.7% | +36.6% |
| All | +38.8% | -32.3% | +71.1% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling