+27.6%
BDX vs VMC
+42.8%
-15.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.2% |
| 30D | +15.4% | +15.5% | 0.0% | +11.6% |
| 3M | +20.5% | +0.6% | +19.9% | +20.1% |
| 6M | +53.2% | +2.1% | +51.1% | +52.1% |
| YTD | +45.7% | -1.6% | +47.3% | +44.8% |
| 1Y | +47.3% | -1.2% | +48.4% | +46.3% |
| 3Y | +25.1% | +35.3% | -10.3% | +14.6% |
| All | +27.6% | +42.8% | -15.2% | +8.4% |
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