+25.9%
BDX vs VMC
-8.5%
+34.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | -2.5% | -4.3% | +1.8% | -1.5% |
| 30D | +8.3% | -8.2% | +16.5% | +10.5% |
| 3M | +24.4% | -7.0% | +31.4% | +26.7% |
| 6M | +9.2% | -10.8% | +19.9% | +11.6% |
| YTD | +22.7% | -7.4% | +30.1% | +20.4% |
| 1Y | +25.9% | -9.5% | +35.4% | +24.7% |
| All | +25.9% | -8.5% | +34.4% | +24.7% |
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