+69.6%
V vs BDX
-3.5%
+73.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.5% |
| 7D | -3.0% | -5.4% | +2.4% | -1.5% |
| 30D | +1.2% | -2.2% | +3.4% | +1.8% |
| 3M | +13.9% | +20.1% | -6.2% | +7.8% |
| 6M | +17.2% | +9.1% | +8.2% | +14.0% |
| YTD | +5.3% | +17.9% | -12.5% | -0.3% |
| 1Y | +9.5% | +22.1% | -12.6% | +2.5% |
| 3Y | +51.9% | -10.5% | +62.5% | +56.0% |
| 5Y | +69.6% | -2.6% | +72.2% | +67.0% |
| All | +69.6% | -3.5% | +73.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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