+78.4%
V vs BMY
+36.2%
+42.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +9.5% | +5.1% | +4.4% | +8.7% |
| 3M | +16.7% | -3.0% | +19.7% | +17.2% |
| 6M | +32.9% | +13.1% | +19.9% | +30.3% |
| YTD | +21.1% | +20.3% | +0.8% | +17.1% |
| 1Y | +26.6% | +39.0% | -12.4% | +19.5% |
| 3Y | +78.4% | +42.0% | +36.4% | +69.3% |
| All | +78.4% | +36.2% | +42.2% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 3y: compounded portfolio wealth divided by compounded BMY 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…
3y analysis · Full analysis span regression · 6 months rolling