+65.8%
EMR vs BIDU
-42.3%
+108.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.9% | -2.4% | +3.4% | +1.2% |
| 30D | -5.0% | -16.0% | +11.0% | -2.8% |
| 3M | +5.9% | -24.0% | +29.9% | +9.8% |
| 6M | +7.3% | -24.9% | +32.2% | +11.1% |
| YTD | +14.6% | -29.6% | +44.1% | +19.3% |
| 1Y | +15.6% | -15.2% | +30.8% | +16.8% |
| 3Y | +60.2% | -32.2% | +92.3% | +62.6% |
| 5Y | +65.8% | -43.8% | +109.6% | +65.1% |
| All | +65.8% | -42.3% | +108.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 5y: compounded portfolio wealth divided by compounded BIDU 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…
5y analysis · Full analysis span regression · 6 months rolling