+1,642.5%
BMY vs EMR
+4,421.8%
-2,779.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -1.3% | +2.7% | -3.9% | -2.1% |
| 30D | +10.0% | +2.1% | +7.9% | +9.1% |
| 3M | -1.2% | +2.3% | -3.4% | -2.2% |
| 6M | +12.8% | +22.5% | -9.7% | +5.1% |
| YTD | +20.7% | +27.2% | -6.5% | +10.3% |
| 1Y | +32.6% | +28.0% | +4.6% | +20.8% |
| 3Y | +41.8% | +103.4% | -61.6% | +8.9% |
| 5Y | +29.0% | +88.2% | -59.2% | -0.6% |
| 10Y | +57.8% | +280.3% | -222.5% | -9.2% |
| All | +1,642.5% | +4,421.8% | -2,779.3% | +246.9% |
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 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