+60.1%
BMY vs EMR
+279.2%
-219.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +2.1% | +2.8% | -0.8% | +1.4% |
| 30D | +7.0% | +3.7% | +3.3% | +6.0% |
| 3M | -0.9% | +2.0% | -2.9% | -1.5% |
| 6M | +14.9% | +22.1% | -7.2% | +9.2% |
| YTD | +22.8% | +27.2% | -4.4% | +14.8% |
| 1Y | +36.2% | +32.0% | +4.2% | +26.2% |
| 3Y | +45.7% | +103.3% | -57.6% | +18.8% |
| 5Y | +31.3% | +88.2% | -56.9% | +7.6% |
| All | +60.1% | +279.2% | -219.2% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling