+30.5%
BMY vs VUG
+62.8%
-32.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.8% | -1.2% | +3.0% | +1.9% |
| 30D | +6.2% | -8.9% | +15.1% | +6.9% |
| 3M | -2.1% | -5.9% | +3.8% | -1.8% |
| 6M | +14.3% | -3.3% | +17.5% | +14.3% |
| YTD | +21.6% | +3.4% | +18.2% | +20.8% |
| 1Y | +38.8% | +1.9% | +36.9% | +38.0% |
| 3Y | +42.9% | +76.9% | -34.0% | +32.4% |
| All | +30.5% | +62.8% | -32.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling