+56.7%
BDX vs VYM
+209.2%
-152.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -2.6% |
| 30D | -2.5% | -2.2% | -0.3% | -1.0% |
| 3M | +21.4% | +3.1% | +18.3% | +18.9% |
| 6M | +10.4% | +9.7% | +0.7% | +3.4% |
| YTD | +18.8% | +14.9% | +3.9% | +7.8% |
| 1Y | +21.7% | +17.6% | +4.1% | +8.7% |
| 3Y | -10.0% | +65.3% | -75.3% | -36.3% |
| 5Y | -1.8% | +78.7% | -80.5% | -34.3% |
| All | +56.7% | +209.2% | -152.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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