+4,268.0%
EMR vs BAX
+899.7%
+3,368.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +3.3% | +4.1% | -0.8% | +1.7% |
| 3M | +1.7% | -4.5% | +6.2% | +2.7% |
| 6M | +21.7% | +49.2% | -27.6% | +6.4% |
| YTD | +26.8% | +35.2% | -8.5% | +13.3% |
| 1Y | +31.6% | +38.3% | -6.7% | +16.6% |
| 3Y | +102.5% | -19.0% | +121.6% | +104.3% |
| 5Y | +87.5% | -64.2% | +151.7% | +138.7% |
| 10Y | +279.1% | -35.7% | +314.8% | +299.4% |
| All | +4,268.0% | +899.7% | +3,368.4% | +1,994.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling