+32.0%
EMR vs GSK
+9.8%
+22.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | +3.7% | +6.3% | -2.7% | +2.1% |
| 3M | +2.0% | +1.8% | +0.2% | +1.5% |
| 6M | +22.1% | +1.7% | +20.5% | +20.8% |
| YTD | +27.2% | +6.5% | +20.7% | +23.8% |
| 1Y | +32.0% | +9.5% | +22.5% | +26.8% |
| All | +32.0% | +9.8% | +22.3% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling