+128.5%
EEM vs BMY
+63.7%
+64.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | -4.8% | +3.5% | -0.3% |
| 30D | +2.1% | -0.1% | +2.2% | +2.0% |
| 3M | +1.0% | +13.1% | -12.1% | -1.8% |
| 6M | +15.9% | +8.4% | +7.5% | +13.5% |
| YTD | +24.6% | +22.0% | +2.7% | +18.9% |
| 1Y | +32.3% | +40.3% | -8.0% | +22.0% |
| 3Y | +85.9% | +20.5% | +65.4% | +75.3% |
| 5Y | +45.4% | +23.7% | +21.6% | +34.2% |
| All | +128.5% | +63.7% | +64.8% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling