-2.6%
BDX vs VSH
+64.5%
-67.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.8% |
| 7D | -5.4% | +3.1% | -8.5% | -5.7% |
| 30D | -2.2% | -5.7% | +3.5% | -1.8% |
| 3M | +20.1% | -42.5% | +62.5% | +25.9% |
| 6M | +9.1% | +82.7% | -73.6% | -5.8% |
| YTD | +17.9% | +118.2% | -100.4% | -1.3% |
| 1Y | +22.1% | +109.7% | -87.6% | +2.4% |
| 3Y | -10.5% | +35.3% | -45.8% | -22.0% |
| 5Y | -2.6% | +65.6% | -68.2% | -20.3% |
| All | -2.6% | +64.5% | -67.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling