-9.8%
BDX vs VFC
-25.6%
+15.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.9% |
| 7D | -4.3% | +0.8% | -5.1% | -4.4% |
| 30D | +1.3% | -11.9% | +13.2% | +2.5% |
| 3M | +20.2% | -20.2% | +40.4% | +22.5% |
| 6M | +8.6% | -23.0% | +31.6% | +10.9% |
| YTD | +19.0% | -26.2% | +45.2% | +21.8% |
| 1Y | +21.2% | -13.3% | +34.5% | +22.2% |
| All | -9.8% | -25.6% | +15.7% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling