-38.0%
VG vs BDX
-1.3%
-36.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.4% |
| 7D | -2.5% | -4.3% | +1.8% | -2.2% |
| 30D | +11.1% | +1.3% | +9.8% | +10.9% |
| 3M | +14.9% | +20.2% | -5.4% | +12.7% |
| 6M | +18.4% | +8.6% | +9.7% | +18.2% |
| YTD | +116.6% | +19.0% | +97.6% | +110.9% |
| 1Y | +9.4% | +21.2% | -11.8% | +6.1% |
| All | -38.0% | -1.3% | -36.7% | -30.3% |
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