+3,895.5%
EMR vs BNY
+8,074.1%
-4,178.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | -6.8% | -0.2% | -6.6% | -6.7% |
| 3M | +7.5% | +14.9% | -7.5% | +1.7% |
| 6M | +9.9% | +40.0% | -30.1% | -3.5% |
| YTD | +16.0% | +42.0% | -26.0% | +1.5% |
| 1Y | +12.4% | +56.9% | -44.4% | -5.3% |
| 3Y | +60.2% | +289.9% | -229.6% | -4.2% |
| 5Y | +67.9% | +259.2% | -191.3% | +2.3% |
| 10Y | +282.0% | +413.3% | -131.2% | +104.1% |
| All | +3,895.5% | +8,074.1% | -4,178.6% | +839.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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