+29.8%
BDX vs ROIV
+280.9%
-251.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.7% |
| 7D | +1.0% | +9.2% | -8.2% | +0.7% |
| 30D | +15.1% | +19.9% | -4.8% | +14.3% |
| 3M | +18.2% | +10.6% | +7.6% | +17.6% |
| 6M | +48.1% | +36.1% | +12.1% | +45.8% |
| YTD | +44.1% | +84.3% | -40.2% | +39.8% |
| 1Y | +46.4% | +87.6% | -41.2% | +41.8% |
| 3Y | +24.4% | +353.9% | -329.6% | +15.9% |
| 5Y | +26.1% | +376.1% | -350.0% | +12.6% |
| All | +29.8% | +280.9% | -251.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling