+62.8%
BMY vs VST
+866.2%
-803.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | -1.4% |
| 7D | +2.8% | -19.9% | +22.7% | +3.8% |
| 30D | +5.9% | -29.7% | +35.6% | +7.6% |
| 3M | -0.8% | -19.6% | +18.8% | -0.1% |
| 6M | +12.1% | -29.4% | +41.5% | +13.5% |
| YTD | +21.0% | -29.7% | +50.7% | +22.2% |
| 1Y | +40.4% | -40.0% | +80.5% | +43.1% |
| 3Y | +36.3% | +231.0% | -194.7% | +8.7% |
| 5Y | +29.3% | +500.1% | -470.8% | -7.2% |
| 10Y | +74.8% | +1,004.2% | -929.4% | +20.2% |
| All | +62.8% | +866.2% | -803.4% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling