+52.3%
BDX vs VMC
+3.7%
+48.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.6% | +1.0% | +4.3% |
| 7D | +7.2% | +12.3% | -5.1% | +3.9% |
| 30D | +15.8% | +21.2% | -5.4% | +10.1% |
| 3M | +23.7% | +4.6% | +19.1% | +21.7% |
| 6M | +44.8% | +3.9% | +41.0% | +42.9% |
| YTD | +39.8% | +5.0% | +34.8% | +31.1% |
| 1Y | +52.3% | +2.6% | +49.7% | +44.8% |
| All | +52.3% | +3.7% | +48.6% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling