+908.7%
VZ vs BMY
+1,668.5%
-759.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.5% |
| 7D | +2.1% | -0.5% | +2.7% | +2.3% |
| 30D | +1.4% | +4.1% | -2.7% | +0.3% |
| 3M | -1.3% | -2.1% | +0.9% | -0.9% |
| 6M | -0.5% | +12.2% | -12.7% | -3.7% |
| YTD | +19.6% | +20.3% | -0.7% | +13.5% |
| 1Y | +22.4% | +39.2% | -16.8% | +11.8% |
| 3Y | +55.9% | +35.6% | +20.3% | +40.8% |
| 5Y | +20.4% | +28.6% | -8.2% | +9.6% |
| 10Y | +66.9% | +73.9% | -7.0% | +36.1% |
| All | +908.7% | +1,668.5% | -759.7% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling