+359.3%
BDX vs VIVK
-100.0%
+459.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +1.0% |
| 7D | -3.6% | -7.9% | +4.3% | -3.5% |
| 30D | +0.7% | -42.0% | +42.6% | +0.7% |
| 3M | +19.0% | -92.5% | +111.5% | +19.0% |
| 6M | +10.8% | -98.0% | +108.8% | +10.8% |
| YTD | +20.1% | -97.9% | +118.0% | +20.2% |
| 1Y | +23.1% | -100.0% | +123.0% | +23.2% |
| 3Y | -8.8% | -100.0% | +91.2% | -8.7% |
| 5Y | -1.4% | -100.0% | +98.6% | -1.3% |
| 10Y | +60.5% | -100.0% | +160.5% | +60.7% |
| All | +359.3% | -100.0% | +459.3% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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