+115.5%
IBM vs EMR
+60.6%
+54.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.4% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | +0.3% | -5.6% | +5.9% | +1.9% |
| 3M | -21.6% | +7.9% | -29.5% | -23.8% |
| 6M | -4.7% | +6.0% | -10.7% | -7.3% |
| YTD | -19.1% | +16.4% | -35.5% | -23.6% |
| 1Y | -2.5% | +16.6% | -19.1% | -8.4% |
| 3Y | +74.2% | +62.9% | +11.3% | +43.6% |
| All | +115.5% | +60.6% | +54.9% | +74.7% |
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