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  • TTWO vs EMR✓SelectedUSD · EMRTTWO vs EMR performance historyLatest closeAs of-1.01%09/09
Stock and ETF performance explorer

TTWO vs EMR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,291.1%
EMR return
+1,306.5%
Excess return
+3,984.6%
Maximum drawdown
-80.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEMRExcessAlpha
1D-1.0%-1.2%+0.2%-0.5%
7D-2.3%+0.9%-3.2%-2.7%
30D-16.7%-5.0%-11.8%-15.1%
3M-0.4%+5.9%-6.3%-3.3%
6M-1.6%+7.3%-9.0%-5.8%
YTD-17.5%+14.6%-32.1%-23.4%
1Y-14.8%+15.6%-30.5%-21.5%
3Y+47.9%+60.2%-12.3%+15.5%
5Y+34.5%+65.8%-31.4%+2.2%
10Y+394.0%+277.4%+116.6%+135.1%
All+5,291.1%+1,306.5%+3,984.6%+1,446.3%

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