+43.6%
EEM vs BMY
+22.8%
+20.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -0.7% | -6.4% | +5.7% | -0.3% |
| 30D | +2.4% | +0.2% | +2.2% | +2.4% |
| 3M | +4.2% | +16.0% | -11.8% | +2.9% |
| 6M | +14.8% | +8.3% | +6.4% | +14.0% |
| YTD | +23.1% | +22.2% | +0.9% | +21.0% |
| 1Y | +32.5% | +41.7% | -9.2% | +28.4% |
| 3Y | +85.9% | +20.7% | +65.2% | +82.8% |
| 5Y | +43.6% | +23.9% | +19.6% | +42.5% |
| All | +43.6% | +22.8% | +20.8% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling