+439.9%
BMY vs VUG
+1,203.7%
-763.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | +9.3% | -7.0% | +16.3% | +12.8% |
| 3M | -0.1% | -3.7% | +3.6% | +1.3% |
| 6M | +15.5% | -1.6% | +17.1% | +15.3% |
| YTD | +21.8% | +5.1% | +16.7% | +17.3% |
| 1Y | +34.9% | +3.8% | +31.1% | +30.6% |
| 3Y | +43.2% | +79.9% | -36.7% | +0.2% |
| 5Y | +30.7% | +66.4% | -35.7% | -7.8% |
| 10Y | +59.3% | +405.3% | -346.0% | -48.9% |
| All | +439.9% | +1,203.7% | -763.8% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling