+19.5%
EWZ vs BDX
+23.0%
-3.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +0.6% | +2.5% | -2.0% | +0.2% |
| 30D | -25.5% | +13.6% | -39.1% | -27.0% |
| 3M | -4.5% | +18.9% | -23.5% | -7.2% |
| 6M | -15.3% | +51.8% | -67.1% | -21.2% |
| YTD | +3.1% | +43.3% | -40.3% | -2.9% |
| 1Y | +1.2% | +48.0% | -46.8% | -5.2% |
| All | +19.5% | +23.0% | -3.4% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling