+16.3%
BMY vs VSXY
+37.5%
-21.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -0.1% | -18.7% | +18.6% | +0.7% |
| 3M | +13.1% | -4.0% | +17.1% | +13.1% |
| 6M | +8.4% | +67.5% | -59.1% | +4.9% |
| YTD | +22.0% | +39.7% | -17.7% | +18.9% |
| 1Y | +40.3% | +180.0% | -139.7% | +31.7% |
| 3Y | +20.5% | +337.3% | -316.8% | +8.8% |
| 5Y | +23.7% | +22.7% | +1.0% | +14.9% |
| All | +16.3% | +37.5% | -21.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling