+851.2%
EEM vs BDX
+938.8%
-87.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +2.0% | -4.1% | +6.1% | +4.0% |
| 30D | +5.1% | +0.1% | +5.0% | +4.9% |
| 3M | +4.6% | +18.3% | -13.7% | -4.6% |
| 6M | +17.8% | +10.1% | +7.6% | +10.7% |
| YTD | +25.8% | +19.4% | +6.4% | +13.2% |
| 1Y | +36.4% | +22.3% | +14.1% | +20.7% |
| 3Y | +90.0% | -9.4% | +99.4% | +89.6% |
| 5Y | +46.6% | -2.0% | +48.6% | +36.0% |
| 10Y | +132.3% | +59.6% | +72.7% | +42.7% |
| All | +851.2% | +938.8% | -87.6% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling