+44.7%
EWZ vs BDX
-9.5%
+54.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.1% | -4.1% | +4.1% | +0.6% |
| 30D | +8.2% | +0.1% | +8.1% | +8.1% |
| 3M | +13.3% | +18.3% | -5.0% | +9.9% |
| 6M | +3.6% | +10.1% | -6.5% | +1.9% |
| YTD | +21.0% | +19.4% | +1.5% | +17.2% |
| 1Y | +34.7% | +22.3% | +12.3% | +29.8% |
| All | +44.7% | -9.5% | +54.3% | +47.6% |
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 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