+43.2%
BMY vs EMR
+15.1%
+28.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | -0.7% | -5.0% | +4.3% | -0.1% |
| 3M | +15.3% | +5.9% | +9.4% | +13.9% |
| 6M | +8.5% | +7.3% | +1.2% | +6.8% |
| YTD | +23.4% | +14.6% | +8.9% | +19.7% |
| All | +43.2% | +15.1% | +28.1% | +38.3% |
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