+138.2%
IBM vs EMR
+80.8%
+57.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.0% | -1.6% | -3.4% | -4.5% |
| 30D | +11.1% | +2.0% | +9.1% | +10.4% |
| 3M | +5.7% | +3.8% | +1.9% | +4.3% |
| 6M | +10.1% | +10.5% | -0.4% | +6.2% |
| YTD | -15.6% | +23.7% | -39.3% | -21.9% |
| 1Y | -19.5% | +25.4% | -44.9% | -25.9% |
| 3Y | +80.4% | +86.6% | -6.2% | +42.0% |
| All | +138.2% | +80.8% | +57.4% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling