+350.8%
EMR vs LYB
+624.6%
-273.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -6.8% | +2.5% | -9.2% | -8.0% |
| 3M | +7.5% | +1.4% | +6.1% | +5.6% |
| 6M | +9.9% | -3.5% | +13.3% | +6.5% |
| YTD | +16.0% | +52.0% | -36.0% | -9.8% |
| 1Y | +12.4% | +22.1% | -9.6% | -4.2% |
| 3Y | +60.2% | -22.8% | +83.0% | +66.0% |
| 5Y | +67.9% | -3.4% | +71.2% | +53.6% |
| 10Y | +282.0% | +47.4% | +234.7% | +171.7% |
| All | +350.8% | +624.6% | -273.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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