+69.4%
EMR vs SNY
+9.4%
+60.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.4% | -3.3% | +2.9% | +0.2% |
| 30D | -6.8% | -2.2% | -4.6% | -6.5% |
| 3M | +7.5% | -3.0% | +10.5% | +7.9% |
| 6M | +9.9% | +2.7% | +7.1% | +9.3% |
| YTD | +16.0% | -6.8% | +22.8% | +17.1% |
| 1Y | +12.4% | -5.3% | +17.7% | +13.1% |
| 3Y | +60.2% | -9.8% | +70.0% | +60.7% |
| All | +69.4% | +9.4% | +60.0% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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