+36.2%
BMY vs VUG
+3.5%
+32.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | +2.1% | +2.5% | -0.4% | +2.1% |
| 30D | +7.0% | -6.3% | +13.3% | +6.8% |
| 3M | -0.9% | -6.0% | +5.2% | -1.2% |
| 6M | +14.9% | -3.5% | +18.5% | +14.3% |
| YTD | +22.8% | +3.9% | +18.9% | +19.6% |
| 1Y | +36.2% | +5.1% | +31.1% | +32.6% |
| All | +36.2% | +3.5% | +32.8% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling