+60.3%
BMY vs VTEB
+25.1%
+35.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -6.4% | -1.2% | -5.1% | -5.8% |
| 30D | +0.2% | -2.9% | +3.1% | +1.6% |
| 3M | +16.0% | -3.2% | +19.1% | +17.7% |
| 6M | +8.3% | -2.6% | +11.0% | +9.7% |
| YTD | +22.2% | -1.8% | +24.0% | +23.3% |
| 1Y | +41.7% | +0.2% | +41.5% | +41.6% |
| 3Y | +20.7% | +8.2% | +12.5% | +16.6% |
| 5Y | +23.9% | +0.8% | +23.1% | +23.8% |
| 10Y | +62.9% | +17.7% | +45.3% | +74.1% |
| All | +60.3% | +25.1% | +35.2% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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