+1,069.9%
EMR vs BB
+258.8%
+811.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | -5.6% | +4.1% | -0.8% |
| 30D | -5.6% | -11.8% | +6.2% | -4.3% |
| 3M | +7.9% | -25.5% | +33.5% | +10.8% |
| 6M | +6.0% | +121.3% | -115.2% | -5.1% |
| YTD | +16.4% | +103.2% | -86.7% | +5.3% |
| 1Y | +16.6% | +102.6% | -86.0% | +5.0% |
| 3Y | +62.9% | +37.5% | +25.4% | +48.2% |
| 5Y | +60.1% | -30.4% | +90.5% | +53.3% |
| 10Y | +268.7% | 0.0% | +268.7% | +200.7% |
| All | +1,069.9% | +258.8% | +811.1% | +668.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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