+746.2%
EEM vs BMY
+608.8%
+137.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.1% |
| 7D | +2.7% | +2.1% | +0.6% | +1.8% |
| 30D | -5.4% | +7.0% | -12.4% | -8.2% |
| 3M | -8.6% | -0.9% | -7.8% | -8.9% |
| 6M | -8.9% | +14.9% | -23.8% | -15.4% |
| YTD | +11.9% | +22.8% | -10.9% | +0.5% |
| 1Y | +13.1% | +36.2% | -23.2% | -3.3% |
| 3Y | +70.7% | +45.7% | +25.0% | +35.0% |
| 5Y | +31.8% | +31.3% | +0.5% | +6.7% |
| 10Y | +119.5% | +60.6% | +58.9% | +49.5% |
| All | +746.2% | +608.8% | +137.4% | +101.0% |
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