+273.0%
EMR vs BDX
+59.3%
+213.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -0.4% | -3.2% | +2.7% | +0.8% |
| 30D | -6.8% | -2.5% | -4.2% | -5.9% |
| 3M | +7.5% | +21.4% | -13.9% | -0.9% |
| 6M | +9.9% | +10.4% | -0.6% | +5.0% |
| YTD | +16.0% | +18.8% | -2.9% | +7.3% |
| 1Y | +12.4% | +21.7% | -9.2% | +2.9% |
| 3Y | +60.2% | -10.0% | +70.2% | +62.6% |
| 5Y | +67.9% | -1.8% | +69.7% | +61.6% |
| All | +273.0% | +59.3% | +213.7% | +213.2% |
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