+432.5%
EWZ vs BDX
+1,195.7%
-763.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +6.5% | -2.5% | +9.0% | +7.7% |
| 30D | +4.8% | +8.3% | -3.4% | +1.1% |
| 3M | +9.9% | +24.4% | -14.5% | -1.1% |
| 6M | +1.9% | +9.2% | -7.2% | -3.0% |
| YTD | +20.3% | +22.7% | -2.4% | +8.2% |
| 1Y | +35.6% | +25.9% | +9.7% | +20.2% |
| 3Y | +43.4% | -10.5% | +53.9% | +44.6% |
| 5Y | +55.9% | +1.9% | +54.0% | +44.1% |
| 10Y | +84.2% | +58.7% | +25.5% | +31.6% |
| All | +432.5% | +1,195.7% | -763.2% | +104.0% |
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