+4,298.5%
EMR vs BP
+1,352.6%
+2,945.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | +0.7% | -6.3% | +7.0% | +3.4% |
| 30D | +3.5% | -3.6% | +7.1% | +4.8% |
| 3M | +5.9% | +5.2% | +0.7% | +2.9% |
| 6M | +19.4% | +5.3% | +14.1% | +14.6% |
| YTD | +27.7% | +33.1% | -5.5% | +9.3% |
| 1Y | +30.9% | +26.3% | +4.6% | +14.4% |
| 3Y | +104.2% | +47.5% | +56.7% | +64.0% |
| 5Y | +89.6% | +106.2% | -16.6% | +27.9% |
| 10Y | +280.0% | +127.0% | +153.1% | +137.2% |
| All | +4,298.5% | +1,352.6% | +2,945.9% | +1,694.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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