+87.7%
EEM vs BMY
+22.1%
+65.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.0% | -4.8% | +6.8% | +2.2% |
| 30D | +5.1% | -0.7% | +5.7% | +5.1% |
| 3M | +4.6% | +15.3% | -10.7% | +3.7% |
| 6M | +17.8% | +8.5% | +9.2% | +17.3% |
| YTD | +25.8% | +23.4% | +2.4% | +24.2% |
| 1Y | +36.4% | +42.9% | -6.5% | +33.1% |
| All | +87.7% | +22.1% | +65.6% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling