+1,376.8%
BAC vs EMR
+4,039.8%
-2,663.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.3% |
| 7D | +1.1% | -1.5% | +2.6% | +2.1% |
| 30D | -0.4% | -5.6% | +5.2% | +3.3% |
| 3M | +16.9% | +7.9% | +9.0% | +9.6% |
| 6M | +26.6% | +6.0% | +20.6% | +18.9% |
| YTD | +15.8% | +16.4% | -0.7% | +0.9% |
| 1Y | +27.2% | +16.6% | +10.5% | +10.0% |
| 3Y | +132.4% | +62.9% | +69.5% | +53.6% |
| 5Y | +72.6% | +60.1% | +12.5% | +13.4% |
| 10Y | +389.7% | +268.8% | +121.0% | +74.2% |
| All | +1,376.8% | +4,039.8% | -2,663.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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