+25.8%
BMY vs VST
+761.6%
-735.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -1.9% |
| 7D | +0.4% | +8.9% | -8.5% | +0.4% |
| 30D | +5.0% | +6.2% | -1.2% | +5.0% |
| 3M | +19.4% | -2.7% | +22.1% | +19.3% |
| 6M | +9.5% | -8.4% | +17.9% | +9.5% |
| YTD | +28.1% | -7.2% | +35.3% | +28.0% |
| 1Y | +50.0% | -20.9% | +70.9% | +49.9% |
| 3Y | +24.1% | +384.0% | -359.9% | +12.1% |
| All | +25.8% | +761.6% | -735.8% | +8.5% |
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