+53.2%
BDX vs VFC
+20.2%
+33.0%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.5% |
| 7D | +2.9% | +1.6% | +1.3% | +2.6% |
| 30D | +15.4% | +25.5% | -10.1% | +11.1% |
| 3M | +20.5% | +41.3% | -20.8% | +14.0% |
| 6M | +53.2% | +22.2% | +31.0% | +45.5% |
| All | +53.2% | +20.2% | +33.0% | +45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling