+44.2%
BMY vs EMR
+104.1%
-59.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | +6.2% | +3.5% | +2.7% | +5.7% |
| 3M | -2.1% | +5.9% | -8.1% | -3.0% |
| 6M | +14.3% | +19.4% | -5.2% | +11.1% |
| YTD | +21.6% | +27.7% | -6.1% | +16.6% |
| 1Y | +38.8% | +30.9% | +7.9% | +32.6% |
| All | +44.2% | +104.1% | -59.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling