-1.9%
BDX vs VIG
+63.0%
-64.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -3.2% | -1.1% | -2.1% | -2.3% |
| 30D | -2.5% | -2.7% | +0.2% | -0.4% |
| 3M | +21.4% | +2.5% | +18.9% | +19.2% |
| 6M | +10.4% | +9.2% | +1.2% | +3.3% |
| YTD | +18.8% | +9.8% | +9.0% | +10.7% |
| 1Y | +21.7% | +12.4% | +9.3% | +11.5% |
| 3Y | -10.0% | +55.9% | -65.8% | -34.8% |
| All | -1.9% | +63.0% | -64.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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