+2,545.5%
VRT vs BMY
+45.9%
+2,499.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.6% |
| 7D | +2.4% | -4.8% | +7.2% | +2.7% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | -9.2% | +15.3% | -24.5% | -10.4% |
| 6M | -0.5% | +8.5% | -9.0% | -1.3% |
| YTD | +62.3% | +23.4% | +38.9% | +58.8% |
| 1Y | +109.6% | +42.9% | +66.7% | +101.6% |
| 3Y | +573.1% | +22.0% | +551.1% | +566.9% |
| 5Y | +953.6% | +24.3% | +929.3% | +925.2% |
| All | +2,545.5% | +45.9% | +2,499.6% | +2,286.1% |
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