+800.0%
VGT vs BDX
+59.3%
+740.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.9% |
| 30D | -0.4% | -2.5% | +2.1% | +0.3% |
| 3M | +4.4% | +21.4% | -17.0% | -3.0% |
| 6M | +32.1% | +10.4% | +21.7% | +26.5% |
| YTD | +28.8% | +18.8% | +9.9% | +19.6% |
| 1Y | +35.3% | +21.7% | +13.7% | +24.2% |
| 3Y | +124.8% | -10.0% | +134.7% | +127.6% |
| 5Y | +137.9% | -1.8% | +139.7% | +128.1% |
| All | +800.0% | +59.3% | +740.7% | +603.0% |
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 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