+85.9%
EEM vs BDX
-10.0%
+95.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -1.3% | -3.2% | +1.9% | -0.9% |
| 30D | +2.1% | -2.5% | +4.6% | +2.3% |
| 3M | +1.0% | +21.4% | -20.4% | -1.5% |
| 6M | +15.9% | +10.4% | +5.5% | +14.9% |
| YTD | +24.6% | +18.8% | +5.8% | +22.0% |
| 1Y | +32.3% | +21.7% | +10.6% | +28.9% |
| 3Y | +85.9% | -10.0% | +95.9% | +88.1% |
| All | +85.9% | -10.0% | +95.9% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling