+3,313.2%
V vs BMY
+491.5%
+2,821.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.6% | +1.8% | -1.2% | 0.0% |
| 30D | +9.7% | +6.2% | +3.5% | +7.1% |
| 3M | +17.3% | -2.1% | +19.4% | +17.9% |
| 6M | +33.2% | +14.3% | +19.0% | +25.6% |
| YTD | +21.3% | +21.6% | -0.3% | +10.9% |
| 1Y | +27.3% | +38.8% | -11.5% | +10.1% |
| 3Y | +76.1% | +42.9% | +33.2% | +45.2% |
| 5Y | +103.5% | +30.1% | +73.4% | +72.1% |
| 10Y | +454.5% | +58.2% | +396.3% | +313.7% |
| All | +3,313.2% | +491.5% | +2,821.6% | +947.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling