+109.8%
EMR vs BN
+102.8%
+7.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +2.1% |
| 7D | +2.1% | +3.6% | -1.5% | 0.0% |
| 30D | +4.8% | +15.9% | -11.1% | -4.3% |
| 3M | +7.5% | -2.3% | +9.8% | +8.8% |
| 6M | +20.9% | -8.4% | +29.3% | +26.9% |
| YTD | +29.2% | -5.9% | +35.1% | +32.6% |
| 1Y | +33.0% | -5.6% | +38.6% | +36.1% |
| 3Y | +109.8% | +104.2% | +5.5% | +52.9% |
| All | +109.8% | +102.8% | +7.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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