+303.5%
EWY vs BDX
+59.3%
+244.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | -0.1% | -3.2% | +3.1% | +0.8% |
| 30D | +7.3% | -2.5% | +9.9% | +8.0% |
| 3M | -5.1% | +21.4% | -26.5% | -11.0% |
| 6M | +42.1% | +10.4% | +31.6% | +36.9% |
| YTD | +94.1% | +18.8% | +75.3% | +82.4% |
| 1Y | +147.8% | +21.7% | +126.1% | +130.5% |
| 3Y | +222.9% | -10.0% | +232.9% | +227.8% |
| 5Y | +150.6% | -1.8% | +152.4% | +142.3% |
| All | +303.5% | +59.3% | +244.2% | +221.3% |
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