-100.0%
BDRX vs VT
+243.0%
-343.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -2.3% | +0.4% | -2.8% | -2.6% |
| 30D | -46.7% | +1.0% | -47.6% | -47.1% |
| 3M | -75.3% | +2.4% | -77.7% | -75.7% |
| 6M | -82.0% | +12.0% | -94.0% | -83.6% |
| YTD | -92.5% | +15.3% | -107.9% | -93.4% |
| 1Y | -97.0% | +22.6% | -119.6% | -97.5% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +243.0% | -343.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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