-12.8%
BKNG vs EMR
+19.4%
-32.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.3% |
| 7D | -6.0% | -1.5% | -4.5% | -5.7% |
| 30D | -6.6% | -5.6% | -1.0% | -5.5% |
| 3M | +15.7% | +7.9% | +7.8% | +13.5% |
| 6M | +14.1% | +6.0% | +8.1% | +11.7% |
| YTD | -9.3% | +16.4% | -25.8% | -14.3% |
| 1Y | -12.8% | +16.6% | -29.4% | -18.3% |
| All | -12.8% | +19.4% | -32.2% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling