+1,050.0%
EMR vs BG
+954.5%
+95.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.5% |
| 7D | +2.8% | +2.6% | +0.3% | +2.1% |
| 30D | +3.7% | -6.7% | +10.3% | +5.7% |
| 3M | +2.0% | -9.3% | +11.3% | +4.4% |
| 6M | +22.1% | -18.3% | +40.5% | +28.4% |
| YTD | +27.2% | +16.2% | +11.0% | +18.8% |
| 1Y | +32.0% | +7.6% | +24.4% | +26.3% |
| 3Y | +103.3% | +6.6% | +96.7% | +90.2% |
| 5Y | +88.2% | +22.2% | +66.0% | +64.7% |
| 10Y | +280.4% | +112.0% | +168.4% | +163.5% |
| All | +1,050.0% | +954.5% | +95.5% | +496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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