+72.3%
BMY vs VST
+1,175.7%
-1,103.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.1% |
| 7D | +0.4% | +8.9% | -8.5% | -0.1% |
| 30D | +5.0% | +6.2% | -1.2% | +4.6% |
| 3M | +19.4% | -2.7% | +22.1% | +19.3% |
| 6M | +9.5% | -8.4% | +17.9% | +9.7% |
| YTD | +28.1% | -7.2% | +35.3% | +27.9% |
| 1Y | +50.0% | -20.9% | +70.9% | +50.8% |
| 3Y | +24.1% | +384.0% | -359.9% | -3.6% |
| 5Y | +25.0% | +757.1% | -732.1% | -12.6% |
| All | +72.3% | +1,175.7% | -1,103.4% | +15.1% |
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