+63.6%
EMR vs BDX
-3.5%
+67.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | -1.2% | -5.4% | +4.2% | +0.5% |
| 30D | -9.4% | -2.2% | -7.3% | -8.9% |
| 3M | +8.6% | +20.1% | -11.5% | +2.1% |
| 6M | +6.7% | +9.1% | -2.4% | +3.5% |
| YTD | +13.1% | +17.9% | -4.8% | +6.6% |
| 1Y | +12.7% | +22.1% | -9.3% | +5.0% |
| 3Y | +58.1% | -10.5% | +68.6% | +60.9% |
| 5Y | +63.6% | -2.6% | +66.2% | +61.2% |
| All | +63.6% | -3.5% | +67.1% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling