+63.6%
EMR vs EXEL
+192.6%
-128.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -1.2% | -2.9% | +1.7% | -0.8% |
| 30D | -9.4% | +11.9% | -21.3% | -10.9% |
| 3M | +8.6% | +9.2% | -0.6% | +7.1% |
| 6M | +6.7% | +39.1% | -32.4% | +2.0% |
| YTD | +13.1% | +31.0% | -18.0% | +8.7% |
| 1Y | +12.7% | +52.3% | -39.6% | +6.2% |
| 3Y | +58.1% | +159.7% | -101.7% | +38.3% |
| 5Y | +63.6% | +187.7% | -124.1% | +42.2% |
| All | +63.6% | +192.6% | -128.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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