+91.9%
EMR vs BN
+35.4%
+56.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +2.4% |
| 7D | +2.1% | +3.6% | -1.5% | +0.3% |
| 30D | +4.8% | +15.9% | -11.1% | -3.1% |
| 3M | +7.5% | -2.3% | +9.8% | +8.6% |
| 6M | +20.9% | -8.4% | +29.3% | +26.0% |
| YTD | +29.2% | -5.9% | +35.1% | +32.3% |
| 1Y | +33.0% | -5.6% | +38.6% | +35.9% |
| 3Y | +109.8% | +104.2% | +5.5% | +49.2% |
| 5Y | +91.9% | +35.5% | +56.5% | +60.7% |
| All | +91.9% | +35.4% | +56.6% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling