+36.2%
BMY vs VST
-24.4%
+60.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.7% |
| 7D | +2.1% | +6.6% | -4.5% | +2.4% |
| 30D | +7.0% | -12.4% | +19.4% | +6.7% |
| 3M | -0.9% | -9.0% | +8.1% | -1.2% |
| 6M | +14.9% | -6.4% | +21.4% | +14.2% |
| YTD | +22.8% | -17.2% | +40.0% | +22.3% |
| 1Y | +36.2% | -22.0% | +58.3% | +35.7% |
| All | +36.2% | -24.4% | +60.6% | +35.7% |
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