-44.6%
VG vs BDX
+20.9%
-65.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | +14.0% | +2.9% | +11.1% | +13.9% |
| 30D | -1.0% | +15.4% | -16.4% | -1.4% |
| 3M | -2.7% | +20.5% | -23.2% | -3.4% |
| 6M | +1.5% | +53.2% | -51.7% | -1.8% |
| YTD | +93.7% | +45.7% | +48.0% | +87.1% |
| 1Y | +68.5% | +47.3% | +21.3% | +62.3% |
| All | -44.6% | +20.9% | -65.4% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling