+128.5%
EEM vs BDX
+59.3%
+69.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | -3.2% | +1.9% | -0.4% |
| 30D | +2.1% | -2.5% | +4.6% | +2.7% |
| 3M | +1.0% | +21.4% | -20.4% | -4.7% |
| 6M | +15.9% | +10.4% | +5.5% | +12.2% |
| YTD | +24.6% | +18.8% | +5.8% | +17.9% |
| 1Y | +32.3% | +21.7% | +10.6% | +24.0% |
| 3Y | +85.9% | -10.0% | +95.9% | +88.2% |
| 5Y | +45.4% | -1.8% | +47.2% | +40.7% |
| All | +128.5% | +59.3% | +69.2% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling