+887.8%
EMR vs BLK
+13,188.7%
-12,300.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | +3.1% | -2.4% | +5.5% | +4.1% |
| 30D | -3.5% | -3.1% | -0.4% | -2.2% |
| 3M | +9.8% | +10.7% | -0.9% | +4.8% |
| 6M | +10.8% | +15.9% | -5.1% | +3.7% |
| YTD | +15.9% | +4.0% | +11.9% | +13.6% |
| 1Y | +16.4% | +1.3% | +15.2% | +15.2% |
| 3Y | +62.1% | +69.6% | -7.5% | +28.7% |
| 5Y | +62.9% | +33.8% | +29.1% | +40.7% |
| 10Y | +267.8% | +276.2% | -8.4% | +110.4% |
| All | +887.8% | +13,188.7% | -12,300.9% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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