+431.3%
BDX vs VIG
+617.8%
-186.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.0% |
| 30D | +1.3% | -2.1% | +3.4% | +2.8% |
| 3M | +20.2% | +3.3% | +16.9% | +17.6% |
| 6M | +8.6% | +9.3% | -0.7% | +2.0% |
| YTD | +19.0% | +10.1% | +8.8% | +11.1% |
| 1Y | +21.2% | +14.7% | +6.5% | +10.1% |
| 3Y | -9.7% | +56.9% | -66.6% | -34.2% |
| 5Y | -3.4% | +62.9% | -66.3% | -31.9% |
| 10Y | +53.9% | +241.3% | -187.5% | -36.2% |
| All | +431.3% | +617.8% | -186.5% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling