+60.7%
BMY vs VTRS
-48.4%
+109.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -4.8% | -2.2% | -2.6% | -4.3% |
| 30D | -0.1% | +3.3% | -3.4% | -0.7% |
| 3M | +13.1% | +2.0% | +11.1% | +12.6% |
| 6M | +8.4% | +19.9% | -11.5% | +4.4% |
| YTD | +22.0% | +35.7% | -13.8% | +14.5% |
| 1Y | +40.3% | +68.1% | -27.8% | +26.4% |
| 3Y | +20.5% | +87.1% | -66.6% | +5.0% |
| 5Y | +23.7% | +47.6% | -23.9% | +9.9% |
| All | +60.7% | -48.4% | +109.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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