+354.3%
BDX vs VYM
+484.2%
-129.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -5.4% | -1.9% | -3.6% | -4.3% |
| 30D | -2.2% | -2.6% | +0.4% | -0.6% |
| 3M | +20.1% | +3.6% | +16.5% | +17.5% |
| 6M | +9.1% | +8.7% | +0.4% | +3.6% |
| YTD | +17.9% | +14.1% | +3.8% | +8.7% |
| 1Y | +22.1% | +17.8% | +4.3% | +10.5% |
| 3Y | -10.5% | +64.5% | -75.1% | -33.8% |
| 5Y | -2.6% | +77.5% | -80.1% | -31.2% |
| 10Y | +57.5% | +206.1% | -148.7% | -20.2% |
| All | +354.3% | +484.2% | -129.9% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling