+1,855.0%
VRT vs BMY
+43.7%
+1,811.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.2% |
| 7D | -17.7% | +1.8% | -19.5% | -17.7% |
| 30D | -20.0% | +6.2% | -26.2% | -20.3% |
| 3M | -28.1% | -2.1% | -25.9% | -28.0% |
| 6M | -42.8% | +14.3% | -57.1% | -43.6% |
| YTD | +20.0% | +21.6% | -1.6% | +17.5% |
| 1Y | +3.5% | +38.8% | -35.3% | -0.1% |
| 3Y | +366.1% | +42.9% | +323.2% | +339.3% |
| 5Y | +632.2% | +30.1% | +602.1% | +599.0% |
| All | +1,855.0% | +43.7% | +1,811.2% | +1,665.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling