+358.3%
BMY vs EMB
+127.1%
+231.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +6.2% | +0.9% | +5.3% | +5.9% |
| 3M | -2.1% | -2.1% | 0.0% | -1.2% |
| 6M | +14.3% | -2.2% | +16.5% | +15.4% |
| YTD | +21.6% | -0.6% | +22.2% | +22.0% |
| 1Y | +38.8% | +0.2% | +38.6% | +38.7% |
| 3Y | +42.9% | +29.5% | +13.4% | +28.5% |
| 5Y | +30.1% | +8.0% | +22.1% | +25.9% |
| 10Y | +58.2% | +35.3% | +22.8% | +40.6% |
| All | +358.3% | +127.1% | +231.2% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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