+448.6%
BMY vs VYM
+487.3%
-38.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -4.8% | -1.0% | -3.8% | -4.1% |
| 30D | -0.7% | -2.0% | +1.4% | +0.8% |
| 3M | +15.3% | +3.1% | +12.3% | +13.0% |
| 6M | +8.5% | +8.9% | -0.3% | +2.4% |
| YTD | +23.4% | +14.7% | +8.7% | +12.2% |
| 1Y | +42.9% | +19.4% | +23.5% | +26.4% |
| 3Y | +22.0% | +65.4% | -43.4% | -14.2% |
| 5Y | +24.3% | +77.6% | -53.2% | -17.7% |
| 10Y | +64.6% | +207.8% | -143.2% | -27.9% |
| All | +448.6% | +487.3% | -38.6% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling