+22.1%
BDX vs VFC
-14.7%
+36.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -5.4% | -3.3% | -2.1% | -4.9% |
| 30D | -2.2% | -14.0% | +11.8% | +0.4% |
| 3M | +20.1% | -22.6% | +42.6% | +24.5% |
| 6M | +9.1% | -24.7% | +33.8% | +13.4% |
| YTD | +17.9% | -29.0% | +46.8% | +23.2% |
| 1Y | +22.1% | -13.8% | +35.9% | +24.3% |
| All | +22.1% | -14.7% | +36.8% | +24.3% |
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