+18.2%
BMY vs VSXY
+42.7%
-24.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.0% | -3.4% |
| 7D | -3.3% | -6.8% | +3.4% | -3.1% |
| 30D | 0.0% | -20.4% | +20.3% | +0.9% |
| 3M | +17.7% | +2.9% | +14.8% | +17.4% |
| 6M | +9.6% | +67.9% | -58.3% | +6.1% |
| YTD | +24.0% | +44.9% | -20.9% | +20.7% |
| 1Y | +45.1% | +205.9% | -160.8% | +35.7% |
| 3Y | +22.5% | +373.9% | -351.4% | +10.2% |
| 5Y | +22.3% | +23.5% | -1.2% | +13.5% |
| All | +18.2% | +42.7% | -24.5% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling