+263.6%
EMR vs BAX
-37.2%
+300.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -1.2% | -5.4% | +4.2% | +0.5% |
| 30D | -9.4% | -12.4% | +3.0% | -5.6% |
| 3M | +8.6% | +19.1% | -10.5% | +1.9% |
| 6M | +6.7% | +38.6% | -31.9% | -5.1% |
| YTD | +13.1% | +26.7% | -13.7% | +2.8% |
| 1Y | +12.7% | +1.0% | +11.7% | +9.5% |
| 3Y | +58.1% | -33.9% | +92.0% | +71.0% |
| 5Y | +63.6% | -67.0% | +130.7% | +132.2% |
| All | +263.6% | -37.2% | +300.8% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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