+790.5%
BKNG vs EMR
+1,090.5%
-300.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.1% |
| 7D | -13.1% | +0.9% | -14.0% | -13.6% |
| 30D | -18.5% | -5.0% | -13.6% | -16.3% |
| 3M | +5.8% | +5.9% | -0.2% | +1.4% |
| 6M | -2.1% | +7.3% | -9.4% | -7.7% |
| YTD | -18.6% | +14.6% | -33.2% | -27.0% |
| 1Y | -21.7% | +15.6% | -37.3% | -30.4% |
| 3Y | +40.9% | +60.2% | -19.3% | -0.2% |
| 5Y | +91.0% | +65.8% | +25.1% | +31.6% |
| 10Y | +213.2% | +277.4% | -64.2% | +24.9% |
| All | +790.5% | +1,090.5% | -300.1% | +184.3% |
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 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