+1,690.2%
BMY vs EMR
+4,021.7%
-2,331.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | -3.3% | +3.1% | -6.4% | -4.2% |
| 30D | 0.0% | -3.5% | +3.5% | +0.9% |
| 3M | +17.7% | +9.8% | +7.9% | +13.9% |
| 6M | +9.6% | +10.8% | -1.2% | +5.3% |
| YTD | +24.0% | +15.9% | +8.0% | +16.8% |
| 1Y | +45.1% | +16.4% | +28.7% | +36.1% |
| 3Y | +22.5% | +62.1% | -39.6% | +1.0% |
| 5Y | +22.3% | +62.9% | -40.6% | -1.3% |
| 10Y | +62.0% | +267.8% | -205.8% | -5.9% |
| All | +1,690.2% | +4,021.7% | -2,331.5% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling