-13.3%
IBM vs EMR
+25.6%
-38.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.2% |
| 7D | +0.4% | +1.6% | -1.2% | +0.1% |
| 30D | +14.8% | +5.0% | +9.8% | +13.6% |
| 3M | +8.9% | +7.7% | +1.3% | +7.1% |
| 6M | +12.4% | +26.8% | -14.3% | +5.6% |
| YTD | -12.4% | +29.9% | -42.3% | -17.2% |
| 1Y | -13.3% | +25.7% | -39.0% | -17.4% |
| All | -13.3% | +25.6% | -38.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling