-49.4%
VG vs BDX
+17.9%
-67.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | -7.7% | +7.3% | -15.0% | -7.8% |
| 30D | -8.8% | +15.7% | -24.5% | -9.3% |
| 3M | -15.6% | +19.1% | -34.7% | -16.3% |
| 6M | +5.2% | +44.1% | -38.9% | +2.2% |
| YTD | +76.9% | +42.1% | +34.8% | +70.9% |
| 1Y | +42.5% | +52.6% | -10.1% | +34.9% |
| All | -49.4% | +17.9% | -67.2% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling