+644.6%
VRT vs BMY
+23.8%
+620.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +3.0% |
| 7D | +13.6% | -3.3% | +17.0% | +12.9% |
| 30D | +6.8% | 0.0% | +6.8% | +6.9% |
| 3M | -3.2% | +17.7% | -20.9% | 0.0% |
| 6M | +20.3% | +9.6% | +10.7% | +23.2% |
| YTD | +79.6% | +24.0% | +55.6% | +88.0% |
| 1Y | +139.0% | +45.1% | +93.9% | +158.0% |
| 3Y | +644.6% | +22.5% | +622.1% | +924.6% |
| All | +644.6% | +23.8% | +620.8% | +924.6% |
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