+372.6%
BDX vs EMB
+128.3%
+244.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | +13.6% | +1.5% | +12.0% | +12.8% |
| 3M | +18.9% | -1.6% | +20.5% | +19.8% |
| 6M | +51.8% | -1.5% | +53.3% | +52.9% |
| YTD | +43.3% | -0.1% | +43.4% | +43.5% |
| 1Y | +48.0% | +0.5% | +47.4% | +47.7% |
| 3Y | +23.7% | +30.2% | -6.6% | +10.7% |
| 5Y | +24.9% | +8.6% | +16.3% | +19.4% |
| 10Y | +92.2% | +36.9% | +55.4% | +69.2% |
| All | +372.6% | +128.3% | +244.3% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling