+280.4%
EMR vs GSK
+105.0%
+175.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.8% | +1.1% | +1.7% | +2.5% |
| 30D | +3.7% | +6.3% | -2.7% | +1.4% |
| 3M | +2.0% | +1.8% | +0.2% | +0.9% |
| 6M | +22.1% | +1.7% | +20.5% | +20.5% |
| YTD | +27.2% | +6.5% | +20.7% | +23.1% |
| 1Y | +32.0% | +9.5% | +22.5% | +26.5% |
| 3Y | +103.3% | +65.3% | +38.0% | +59.8% |
| 5Y | +88.2% | +43.7% | +44.5% | +54.9% |
| All | +280.4% | +105.0% | +175.4% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling