+150.8%
EWJ vs BDX
+1,666.7%
-1,515.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -1.5% | -5.4% | +3.9% | -0.1% |
| 30D | +0.2% | -2.2% | +2.3% | +0.7% |
| 3M | +8.6% | +20.1% | -11.5% | +3.1% |
| 6M | +12.1% | +9.1% | +3.1% | +9.0% |
| YTD | +20.1% | +17.9% | +2.2% | +14.3% |
| 1Y | +25.2% | +22.1% | +3.1% | +17.8% |
| 3Y | +70.8% | -10.5% | +81.3% | +71.9% |
| 5Y | +49.2% | -2.6% | +51.8% | +45.5% |
| 10Y | +138.6% | +57.5% | +81.1% | +99.2% |
| All | +150.8% | +1,666.7% | -1,515.9% | +21.4% |
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