+1,153.2%
EMR vs EXEL
+353.7%
+799.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +4.0% |
| 7D | +2.1% | +2.3% | -0.2% | +1.9% |
| 30D | +4.8% | +19.8% | -15.1% | +2.5% |
| 3M | +7.5% | +32.7% | -25.2% | +3.8% |
| 6M | +20.9% | +49.0% | -28.1% | +14.9% |
| YTD | +29.2% | +63.7% | -34.5% | +21.3% |
| 1Y | +33.0% | +75.8% | -42.8% | +23.8% |
| 3Y | +109.8% | +241.3% | -131.5% | +77.5% |
| 5Y | +91.9% | +289.0% | -197.1% | +58.2% |
| 10Y | +301.5% | +377.6% | -76.1% | +207.4% |
| All | +1,153.2% | +353.7% | +799.5% | +588.1% |
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