-10.0%
BDX vs VMC
+18.8%
-28.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | -3.2% | -3.8% | +0.6% | -2.4% |
| 30D | -2.5% | -9.7% | +7.1% | -0.5% |
| 3M | +21.4% | -9.6% | +31.0% | +24.0% |
| 6M | +10.4% | -4.8% | +15.2% | +11.5% |
| YTD | +18.8% | -10.9% | +29.7% | +20.6% |
| 1Y | +21.7% | -15.6% | +37.3% | +24.8% |
| 3Y | -10.0% | +19.3% | -29.3% | -13.7% |
| All | -10.0% | +18.8% | -28.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling