-1.4%
BDX vs VO
+42.2%
-43.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -3.6% | -0.6% | -3.0% | -3.3% |
| 30D | +0.7% | -1.9% | +2.6% | +1.7% |
| 3M | +19.0% | +3.3% | +15.7% | +16.9% |
| 6M | +10.8% | +9.7% | +1.1% | +5.4% |
| YTD | +20.1% | +12.6% | +7.5% | +12.8% |
| 1Y | +23.1% | +13.6% | +9.4% | +15.0% |
| 3Y | -8.8% | +56.8% | -65.6% | -27.0% |
| 5Y | -1.4% | +42.3% | -43.7% | -22.9% |
| All | -1.4% | +42.2% | -43.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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