+123.4%
VRT vs BDX
+27.3%
+96.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.0% |
| 7D | +9.1% | -2.5% | +11.6% | +8.5% |
| 30D | +0.9% | +8.3% | -7.3% | +2.7% |
| 3M | -13.4% | +24.4% | -37.8% | -9.8% |
| 6M | +11.7% | +9.2% | +2.5% | +23.3% |
| YTD | +73.2% | +22.7% | +50.5% | +95.2% |
| 1Y | +123.4% | +25.9% | +97.5% | +160.3% |
| All | +123.4% | +27.3% | +96.1% | +160.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling