+13.8%
VRT vs BMY
+45.9%
-32.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.0% | -16.9% | -11.3% |
| 7D | -15.4% | +6.0% | -21.4% | -13.3% |
| 30D | -19.0% | +9.1% | -28.1% | -16.0% |
| 3M | -23.8% | -2.6% | -21.3% | -22.9% |
| 6M | -37.9% | +13.1% | -51.0% | -35.1% |
| YTD | +27.0% | +23.0% | +3.9% | +33.5% |
| 1Y | +13.8% | +45.6% | -31.8% | +23.8% |
| All | +13.8% | +45.9% | -32.1% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling