+62.9%
EMR vs BAX
-67.0%
+129.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | +0.4% |
| 7D | +3.1% | -2.4% | +5.5% | +3.6% |
| 30D | -3.5% | -9.7% | +6.2% | -1.2% |
| 3M | +9.8% | +29.3% | -19.5% | +2.8% |
| 6M | +10.8% | +40.7% | -29.9% | +1.3% |
| YTD | +15.9% | +30.3% | -14.3% | +7.5% |
| 1Y | +16.4% | +3.4% | +13.0% | +13.0% |
| 3Y | +62.1% | -32.0% | +94.1% | +69.1% |
| 5Y | +62.9% | -66.9% | +129.8% | +103.3% |
| All | +62.9% | -67.0% | +129.9% | +103.3% |
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