+1,178.9%
EMR vs BB
+338.1%
+840.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | -2.0% | +7.3% | -9.3% | -2.8% |
| 30D | +2.8% | +11.2% | -8.4% | +1.3% |
| 3M | +2.0% | +4.7% | -2.7% | +0.9% |
| 6M | +20.7% | +51.1% | -30.4% | +13.0% |
| YTD | +27.3% | +148.0% | -120.7% | +12.0% |
| 1Y | +31.0% | +106.1% | -75.1% | +17.5% |
| 3Y | +103.6% | +158.2% | -54.6% | +72.4% |
| 5Y | +88.6% | -10.8% | +99.4% | +75.2% |
| 10Y | +280.6% | +29.3% | +251.3% | +200.1% |
| All | +1,178.9% | +338.1% | +840.8% | +716.9% |
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