+1,250.3%
EWY vs BDX
+1,222.5%
+27.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +6.7% | -3.6% | +10.2% | +8.1% |
| 30D | +17.0% | +0.7% | +16.3% | +16.6% |
| 3M | +3.7% | +19.0% | -15.3% | -4.2% |
| 6M | +42.5% | +10.8% | +31.7% | +34.8% |
| YTD | +96.2% | +20.1% | +76.1% | +79.4% |
| 1Y | +160.4% | +23.1% | +137.3% | +134.9% |
| 3Y | +231.7% | -8.8% | +240.5% | +230.0% |
| 5Y | +153.3% | -1.4% | +154.7% | +139.6% |
| 10Y | +308.8% | +60.5% | +248.3% | +199.1% |
| All | +1,250.3% | +1,222.5% | +27.8% | +434.6% |
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