+3,894.5%
EMR vs BDX
+5,185.2%
-1,290.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.5% |
| 7D | +3.1% | -4.3% | +7.3% | +4.5% |
| 30D | -3.5% | +1.3% | -4.8% | -4.0% |
| 3M | +9.8% | +20.2% | -10.5% | +3.0% |
| 6M | +10.8% | +8.6% | +2.2% | +7.2% |
| YTD | +15.9% | +19.0% | -3.0% | +8.8% |
| 1Y | +16.4% | +21.2% | -4.7% | +8.5% |
| 3Y | +62.1% | -9.7% | +71.8% | +63.4% |
| 5Y | +62.9% | -3.4% | +66.3% | +59.3% |
| 10Y | +267.8% | +53.9% | +213.9% | +206.7% |
| All | +3,894.5% | +5,185.2% | -1,290.7% | +1,112.8% |
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