+5,308.1%
BDX vs VMC
+3,246.6%
+2,061.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | +8.3% | -8.2% | +16.5% | +10.0% |
| 3M | +24.4% | -7.0% | +31.4% | +26.1% |
| 6M | +9.2% | -10.8% | +19.9% | +11.3% |
| YTD | +22.7% | -7.4% | +30.1% | +23.9% |
| 1Y | +25.9% | -9.5% | +35.4% | +27.6% |
| 3Y | -10.5% | +20.5% | -30.9% | -14.9% |
| 5Y | +1.9% | +51.6% | -49.6% | -8.4% |
| 10Y | +58.7% | +150.0% | -91.3% | +23.4% |
| All | +5,308.1% | +3,246.6% | +2,061.5% | +2,373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling