In 2015, she released her debut album, Cheers to the Fall. At the 2016 Grammy Awards, the album was nominated for Best R&B Album and the single, "Rise Up", was nominated for Best R&B Performance. To promote "Rise Up", she performed the song on The View, earning a Daytime Emmy Award nomination for the performance. Day also appeared alongside Stevie Wonder, who is partially credited for her discovery, in an ad for Apple TV in late 2015. In 2020, Day became one of the most-requested artists among Jazz Joy and Roy Global Radio listeners.

In 2021, Day made her acting debut with her portrayal of Billie Holiday in Lee Daniels' biopic The United States vs. Billie Holiday, winning the Golden Globe Award for Best Actress in a Motion Picture – Drama, and received a nomination for the Academy Award for Best Actress. Day received the Grammy Award for Best Compilation Soundtrack for Visual Media for the film's accompanying soundtrack.

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