+10.4%
BDX vs VLTO
+54.8%
-44.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | +7.1% | +5.4% | +1.7% | +5.1% |
| 30D | +17.6% | +22.3% | -4.7% | +9.4% |
| 3M | +20.4% | +19.6% | +0.7% | +12.8% |
| 6M | +48.3% | +35.2% | +13.1% | +33.7% |
| YTD | +41.6% | +17.9% | +23.7% | +32.4% |
| 1Y | +55.7% | +19.5% | +36.2% | +44.9% |
| 3Y | +10.6% | +73.9% | -63.3% | -0.8% |
| All | +10.4% | +54.8% | -44.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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