+104.4%
BDX vs EMB
+36.5%
+68.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.9% | -0.9% | +3.8% | +3.5% |
| 30D | +15.4% | +0.4% | +15.1% | +15.2% |
| 3M | +20.5% | -3.1% | +23.6% | +23.0% |
| 6M | +53.2% | -2.1% | +55.2% | +55.2% |
| YTD | +45.7% | -1.1% | +46.8% | +46.8% |
| 1Y | +47.3% | -0.1% | +47.3% | +47.5% |
| 3Y | +25.1% | +29.6% | -4.5% | +7.7% |
| 5Y | +27.4% | +7.2% | +20.3% | +21.1% |
| All | +104.4% | +36.5% | +68.0% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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