+366.1%
VRT vs BMY
+42.9%
+323.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -2.8% |
| 7D | -17.7% | +1.8% | -19.5% | -17.1% |
| 30D | -20.0% | +6.2% | -26.2% | -18.3% |
| 3M | -28.1% | -2.1% | -25.9% | -27.8% |
| 6M | -42.8% | +14.3% | -57.1% | -40.4% |
| YTD | +20.0% | +21.6% | -1.6% | +27.2% |
| 1Y | +3.5% | +38.8% | -35.3% | +13.3% |
| 3Y | +366.1% | +42.9% | +323.2% | +452.2% |
| All | +366.1% | +42.9% | +323.2% | +452.2% |
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 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