+856.1%
EEM vs BMY
+615.5%
+240.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.5% |
| 7D | +3.1% | -3.3% | +6.4% | +4.5% |
| 30D | +4.9% | 0.0% | +4.9% | +4.7% |
| 3M | +5.2% | +17.7% | -12.5% | -2.5% |
| 6M | +20.7% | +9.6% | +11.1% | +14.7% |
| YTD | +26.5% | +24.0% | +2.5% | +13.7% |
| 1Y | +37.8% | +45.1% | -7.3% | +14.9% |
| 3Y | +91.0% | +22.5% | +68.5% | +64.8% |
| 5Y | +47.0% | +22.3% | +24.7% | +24.0% |
| 10Y | +125.6% | +62.0% | +63.6% | +52.4% |
| All | +856.1% | +615.5% | +240.6% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling