+25.9%
BDX vs RVMD
+430.6%
-404.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.5% | +1.0% | -3.6% | -2.5% |
| 30D | +8.3% | +6.4% | +1.8% | +8.1% |
| 3M | +24.4% | +34.9% | -10.5% | +23.6% |
| 6M | +9.2% | +107.6% | -98.4% | +6.7% |
| YTD | +22.7% | +163.7% | -141.0% | +18.5% |
| 1Y | +25.9% | +439.2% | -413.3% | +11.1% |
| All | +25.9% | +430.6% | -404.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling