+60.7%
BMY vs VYM
+209.2%
-148.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.6% |
| 7D | -4.8% | -0.8% | -4.0% | -4.2% |
| 30D | -0.1% | -2.2% | +2.2% | +1.5% |
| 3M | +13.1% | +3.1% | +10.0% | +10.9% |
| 6M | +8.4% | +9.7% | -1.3% | +2.0% |
| YTD | +22.0% | +14.9% | +7.1% | +11.3% |
| 1Y | +40.3% | +17.6% | +22.7% | +26.1% |
| 3Y | +20.5% | +65.3% | -44.8% | -13.6% |
| 5Y | +23.7% | +78.7% | -55.0% | -16.7% |
| All | +60.7% | +209.2% | -148.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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