+382.7%
BMY vs EMB
+132.1%
+250.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +5.0% | -0.3% | +5.3% | +5.2% |
| 3M | +19.4% | -0.4% | +19.8% | +19.6% |
| 6M | +9.5% | +0.1% | +9.4% | +9.5% |
| YTD | +28.1% | +1.6% | +26.5% | +27.2% |
| 1Y | +50.0% | +5.6% | +44.4% | +46.6% |
| 3Y | +24.1% | +29.8% | -5.8% | +11.4% |
| 5Y | +25.0% | +7.3% | +17.7% | +21.4% |
| 10Y | +68.7% | +30.4% | +38.2% | +51.2% |
| All | +382.7% | +132.1% | +250.5% | +291.7% |
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