+386.3%
VNQ vs BDX
+554.4%
-168.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.3% | -3.2% | +1.9% | +0.2% |
| 30D | -2.6% | -2.5% | 0.0% | -1.5% |
| 3M | -2.0% | +21.4% | -23.4% | -10.9% |
| 6M | +4.3% | +10.4% | -6.1% | -1.2% |
| YTD | +9.2% | +18.8% | -9.6% | -0.6% |
| 1Y | +5.6% | +21.7% | -16.1% | -5.2% |
| 3Y | +30.8% | -10.0% | +40.8% | +32.4% |
| 5Y | +8.0% | -1.8% | +9.8% | +3.1% |
| 10Y | +63.7% | +58.8% | +4.9% | +10.4% |
| All | +386.3% | +554.4% | -168.1% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling