+37.3%
BMY vs VST
-30.9%
+68.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.3% | -7.3% | +0.4% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +5.1% | -17.1% | +22.2% | +4.6% |
| 3M | -3.0% | -4.6% | +1.6% | -3.2% |
| 6M | +13.1% | -9.1% | +22.1% | +12.4% |
| YTD | +20.3% | -16.6% | +37.0% | +19.9% |
| All | +37.3% | -30.9% | +68.2% | +35.3% |
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 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