+34.7%
EWZ vs BDX
+22.7%
+12.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -0.1% | -3.6% | +3.5% | +0.4% |
| 30D | +8.2% | +0.7% | +7.5% | +8.1% |
| 3M | +13.3% | +19.0% | -5.7% | +10.4% |
| 6M | +3.6% | +10.8% | -7.2% | +3.3% |
| YTD | +21.0% | +20.1% | +0.8% | +19.2% |
| 1Y | +34.7% | +23.1% | +11.6% | +32.5% |
| All | +34.7% | +22.7% | +12.0% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling