+88.2%
EMR vs BAX
-64.3%
+152.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +2.1% | +3.4% | -1.3% | +1.1% |
| 3M | +2.3% | -4.5% | +6.7% | +3.1% |
| 6M | +22.5% | +44.0% | -21.5% | +11.3% |
| YTD | +27.2% | +34.9% | -7.7% | +16.7% |
| 1Y | +28.0% | +37.9% | -9.9% | +16.7% |
| 3Y | +103.4% | -17.1% | +120.5% | +103.1% |
| 5Y | +88.2% | -64.3% | +152.4% | +127.7% |
| All | +88.2% | -64.3% | +152.5% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling