+2,924.0%
BDX vs EME
+61,154.1%
-58,230.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.3% |
| 7D | -3.6% | +2.7% | -6.3% | -4.0% |
| 30D | +0.7% | -6.8% | +7.5% | +1.6% |
| 3M | +19.0% | -8.8% | +27.8% | +19.6% |
| 6M | +10.8% | +5.0% | +5.8% | +8.7% |
| YTD | +20.1% | +23.5% | -3.4% | +14.8% |
| 1Y | +23.1% | +21.3% | +1.8% | +17.2% |
| 3Y | -8.8% | +241.1% | -249.9% | -28.2% |
| 5Y | -1.4% | +549.2% | -550.6% | -30.9% |
| 10Y | +60.5% | +1,306.4% | -1,245.9% | -4.3% |
| All | +2,924.0% | +61,154.1% | -58,230.1% | +1,075.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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