+464.4%
BMY vs VTR
+1,492.6%
-1,028.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | -3.3% | -2.4% | -0.9% | -3.0% |
| 30D | 0.0% | -3.7% | +3.7% | +0.5% |
| 3M | +17.7% | +13.5% | +4.2% | +15.5% |
| 6M | +9.6% | +7.2% | +2.4% | +8.4% |
| YTD | +24.0% | +17.6% | +6.4% | +21.0% |
| 1Y | +45.1% | +35.4% | +9.7% | +38.9% |
| 3Y | +22.5% | +132.8% | -110.4% | +8.3% |
| 5Y | +22.3% | +88.7% | -66.4% | +10.3% |
| 10Y | +62.0% | +87.6% | -25.7% | +38.7% |
| All | +464.4% | +1,492.6% | -1,028.2% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling