-26.6%
VRSK vs BDX
-10.0%
-16.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -5.2% | -3.2% | -2.0% | -4.6% |
| 30D | -2.3% | -2.5% | +0.2% | -1.8% |
| 3M | -2.9% | +21.4% | -24.3% | -6.0% |
| 6M | -12.8% | +10.4% | -23.2% | -14.5% |
| YTD | -20.8% | +18.8% | -39.7% | -23.6% |
| 1Y | -33.2% | +21.7% | -54.9% | -35.9% |
| 3Y | -26.6% | -10.0% | -16.6% | -25.7% |
| All | -26.6% | -10.0% | -16.6% | -25.7% |
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