+1,182.6%
EMR vs BB
+325.9%
+856.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.7% | +11.6% | -10.9% | -0.6% |
| 30D | +3.5% | +2.6% | +0.9% | +3.0% |
| 3M | +5.9% | +3.5% | +2.4% | +4.9% |
| 6M | +19.4% | +43.5% | -24.0% | +12.6% |
| YTD | +27.7% | +141.2% | -113.5% | +12.7% |
| 1Y | +30.9% | +97.4% | -66.5% | +18.1% |
| 3Y | +104.2% | +151.1% | -46.9% | +73.4% |
| 5Y | +89.6% | -12.8% | +102.4% | +76.7% |
| 10Y | +280.0% | +27.5% | +252.5% | +200.1% |
| All | +1,182.6% | +325.9% | +856.6% | +722.1% |
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