+37.8%
EMR vs BIYA
-99.8%
+137.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.1% | +2.7% | +0.3% | +3.1% |
| 30D | -3.5% | -18.7% | +15.2% | -3.5% |
| 3M | +9.8% | -72.0% | +81.8% | +9.6% |
| 6M | +10.8% | -86.4% | +97.2% | +11.2% |
| YTD | +15.9% | -94.2% | +110.1% | +17.3% |
| 1Y | +16.4% | -98.4% | +114.9% | +20.5% |
| All | +37.8% | -99.8% | +137.5% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling