+30.1%
BMY vs VST
+644.1%
-614.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.0% |
| 7D | +1.8% | -6.0% | +7.8% | +1.7% |
| 30D | +6.2% | -18.8% | +25.0% | +6.1% |
| 3M | -2.1% | -8.0% | +5.9% | -2.2% |
| 6M | +14.3% | -10.9% | +25.2% | +14.1% |
| YTD | +21.6% | -18.3% | +39.9% | +21.5% |
| 1Y | +38.8% | -29.9% | +68.7% | +38.6% |
| 3Y | +42.9% | +290.3% | -247.4% | +30.1% |
| 5Y | +30.1% | +635.3% | -605.2% | +10.2% |
| All | +30.1% | +644.1% | -614.0% | +10.2% |
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