-1.4%
BDX vs VFC
-78.7%
+77.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | -3.6% | -2.3% | -1.2% | -3.3% |
| 30D | +0.7% | -13.4% | +14.0% | +2.2% |
| 3M | +19.0% | -23.7% | +42.7% | +22.0% |
| 6M | +10.8% | -24.5% | +35.2% | +13.6% |
| YTD | +20.1% | -27.8% | +48.0% | +23.5% |
| 1Y | +23.1% | -13.5% | +36.5% | +24.0% |
| 3Y | -8.8% | -27.1% | +18.3% | -10.4% |
| 5Y | -1.4% | -79.0% | +77.6% | +8.6% |
| All | -1.4% | -78.7% | +77.3% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling