-1.9%
BDX vs VMC
+47.0%
-48.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | +21.4% | -9.6% | +31.0% | +24.0% |
| 6M | +10.4% | -4.8% | +15.2% | +11.4% |
| YTD | +18.8% | -10.9% | +29.7% | +20.9% |
| 1Y | +21.7% | -15.6% | +37.3% | +25.2% |
| 3Y | -10.0% | +19.3% | -29.3% | -14.7% |
| All | -1.9% | +47.0% | -48.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling