+27.3%
BMY vs VST
+561.4%
-534.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.6% | -12.1% | -1.4% |
| 7D | -0.5% | -9.8% | +9.3% | -0.6% |
| 30D | +4.1% | -25.1% | +29.2% | +3.8% |
| 3M | -3.1% | -11.6% | +8.4% | -3.3% |
| 6M | +11.0% | -20.9% | +32.0% | +10.8% |
| YTD | +19.1% | -22.3% | +41.4% | +18.9% |
| 1Y | +37.8% | -32.0% | +69.8% | +37.4% |
| 3Y | +34.2% | +262.4% | -228.2% | +22.4% |
| All | +27.3% | +561.4% | -534.1% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling