+60.7%
BMY vs VTR
+99.2%
-38.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -0.1% | +1.1% | -1.2% | -0.3% |
| 3M | +13.1% | +7.9% | +5.2% | +11.7% |
| 6M | +8.4% | +6.2% | +2.2% | +7.2% |
| YTD | +22.0% | +17.7% | +4.2% | +18.8% |
| 1Y | +40.3% | +32.9% | +7.4% | +34.2% |
| 3Y | +20.5% | +129.7% | -109.2% | +6.3% |
| 5Y | +23.7% | +89.3% | -65.6% | +11.0% |
| All | +60.7% | +99.2% | -38.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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