+4,285.9%
EMR vs BN
+15,947.2%
-11,661.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.0% | -2.4% | +0.4% | -0.9% |
| 30D | +2.8% | +13.5% | -10.7% | -2.7% |
| 3M | +2.0% | -5.9% | +7.9% | +4.5% |
| 6M | +20.7% | -8.9% | +29.6% | +25.3% |
| YTD | +27.3% | -7.9% | +35.2% | +31.3% |
| 1Y | +31.0% | -8.3% | +39.3% | +35.3% |
| 3Y | +103.6% | +100.8% | +2.8% | +50.9% |
| 5Y | +88.6% | +38.2% | +50.3% | +58.8% |
| 10Y | +280.6% | +302.3% | -21.7% | +113.4% |
| All | +4,285.9% | +15,947.2% | -11,661.3% | +1,007.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling