+6,320.2%
BDX vs VSH
+1,390.4%
+4,929.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.5% |
| 7D | +2.9% | +14.3% | -11.4% | +1.3% |
| 30D | +15.4% | -7.9% | +23.3% | +15.7% |
| 3M | +20.5% | -19.9% | +40.4% | +22.1% |
| 6M | +53.2% | -30.5% | +83.7% | +54.8% |
| YTD | +45.7% | +85.7% | -40.0% | +29.9% |
| 1Y | +47.3% | +98.9% | -51.7% | +30.2% |
| 3Y | +25.1% | +32.1% | -7.0% | +13.5% |
| 5Y | +27.4% | +39.7% | -12.2% | +13.9% |
| 10Y | +95.4% | +117.6% | -22.2% | +61.5% |
| All | +6,320.2% | +1,390.4% | +4,929.8% | +3,482.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling