-3.4%
BDX vs ROIV
+316.9%
-320.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +18.8% | -21.8% | -3.7% |
| 7D | -4.3% | +20.2% | -24.4% | -5.0% |
| 30D | +1.3% | +14.1% | -12.9% | +0.7% |
| 3M | +20.2% | +45.6% | -25.3% | +18.2% |
| 6M | +8.6% | +44.1% | -35.5% | +6.7% |
| YTD | +19.0% | +91.2% | -72.2% | +15.3% |
| 1Y | +21.2% | +221.3% | -200.1% | +14.7% |
| 3Y | -9.7% | +229.2% | -238.9% | -15.2% |
| 5Y | -3.4% | +316.5% | -319.9% | -14.7% |
| All | -3.4% | +316.9% | -320.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling