+1,134.0%
EMR vs EXEL
+341.7%
+792.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +2.7% | +1.6% | +1.0% | +2.5% |
| 30D | +2.1% | +17.4% | -15.3% | +0.1% |
| 3M | +2.3% | +38.6% | -36.4% | -1.8% |
| 6M | +22.5% | +41.2% | -18.7% | +17.3% |
| YTD | +27.2% | +59.3% | -32.2% | +19.8% |
| 1Y | +28.0% | +60.2% | -32.2% | +20.5% |
| 3Y | +103.4% | +232.6% | -129.1% | +72.7% |
| 5Y | +88.2% | +285.9% | -197.7% | +55.2% |
| 10Y | +280.3% | +325.9% | -45.5% | +195.0% |
| All | +1,134.0% | +341.7% | +792.3% | +579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling