+27.9%
BDX vs ROIV
+292.3%
-264.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +7.3% | +14.3% | -7.0% | +6.7% |
| 30D | +15.7% | +16.2% | -0.5% | +15.0% |
| 3M | +19.1% | +15.1% | +3.9% | +18.2% |
| 6M | +44.1% | +44.2% | -0.1% | +41.6% |
| YTD | +42.1% | +89.8% | -47.8% | +37.6% |
| 1Y | +52.6% | +94.6% | -42.0% | +47.6% |
| 3Y | +22.6% | +367.5% | -345.0% | +14.1% |
| 5Y | +23.3% | +421.4% | -398.1% | +10.1% |
| All | +27.9% | +292.3% | -264.3% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling