+104.4%
BDX vs VSH
+115.4%
-10.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.6% |
| 7D | +2.9% | +14.3% | -11.4% | +1.1% |
| 30D | +15.4% | -7.9% | +23.3% | +15.7% |
| 3M | +20.5% | -19.9% | +40.4% | +22.3% |
| 6M | +53.2% | -30.5% | +83.7% | +54.0% |
| YTD | +45.7% | +85.7% | -40.0% | +20.8% |
| 1Y | +47.3% | +98.9% | -51.7% | +20.4% |
| 3Y | +25.1% | +32.1% | -7.0% | +6.5% |
| 5Y | +27.4% | +39.7% | -12.2% | +5.3% |
| All | +104.4% | +115.4% | -10.9% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling