+1,673.5%
BMY vs EMR
+4,407.2%
-2,733.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.1% | +2.5% | -0.4% | +1.3% |
| 30D | +7.0% | +3.3% | +3.7% | +5.8% |
| 3M | -0.9% | +1.7% | -2.5% | -1.7% |
| 6M | +14.9% | +21.7% | -6.7% | +7.3% |
| YTD | +22.8% | +26.8% | -4.0% | +12.3% |
| 1Y | +36.2% | +31.6% | +4.7% | +23.1% |
| 3Y | +45.7% | +102.5% | -56.9% | +12.0% |
| 5Y | +31.3% | +87.5% | -56.3% | +1.3% |
| 10Y | +60.6% | +279.1% | -218.5% | -7.5% |
| All | +1,673.5% | +4,407.2% | -2,733.6% | +253.4% |
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 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