+61.0%
BMY vs VUG
+419.9%
-358.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -6.4% | -1.9% | -4.5% | -5.8% |
| 30D | +0.2% | -1.6% | +1.8% | +0.7% |
| 3M | +16.0% | +4.4% | +11.6% | +14.2% |
| 6M | +8.3% | +13.2% | -4.9% | +3.8% |
| YTD | +22.2% | +7.5% | +14.7% | +18.9% |
| 1Y | +41.7% | +12.5% | +29.2% | +35.6% |
| 3Y | +20.7% | +86.0% | -65.2% | -5.4% |
| 5Y | +23.9% | +76.5% | -52.6% | -2.2% |
| All | +61.0% | +419.9% | -358.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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