+52.3%
BDX vs VFC
+52.5%
-0.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.4% | +1.1% | +4.7% |
| 7D | +7.2% | +21.5% | -14.3% | +3.2% |
| 30D | +15.8% | +46.7% | -30.9% | +7.6% |
| 3M | +23.7% | +38.4% | -14.7% | +16.1% |
| 6M | +44.8% | +15.2% | +29.6% | +39.5% |
| YTD | +39.8% | +17.8% | +22.0% | +32.3% |
| 1Y | +52.3% | +55.6% | -3.2% | +40.1% |
| All | +52.3% | +52.5% | -0.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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