+2,413.6%
IBM vs EMR
+4,039.8%
-1,626.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.6% |
| 7D | -0.3% | -1.5% | +1.2% | +0.3% |
| 30D | +0.3% | -5.6% | +5.9% | +2.5% |
| 3M | -21.6% | +7.9% | -29.5% | -24.6% |
| 6M | -4.7% | +6.0% | -10.7% | -8.4% |
| YTD | -19.1% | +16.4% | -35.5% | -25.3% |
| 1Y | -2.5% | +16.6% | -19.1% | -10.5% |
| 3Y | +74.2% | +62.9% | +11.3% | +35.4% |
| 5Y | +113.1% | +60.1% | +53.0% | +63.9% |
| 10Y | +133.5% | +268.7% | -135.2% | +20.8% |
| All | +2,413.6% | +4,039.8% | -1,626.2% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling