+89.6%
EMR vs GSK
+44.6%
+45.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.7% | +5.2% | -4.5% | -0.2% |
| 30D | +3.5% | +10.2% | -6.6% | +1.5% |
| 3M | +5.9% | -0.9% | +6.8% | +5.9% |
| 6M | +19.4% | +3.5% | +16.0% | +18.2% |
| YTD | +27.7% | +7.2% | +20.4% | +25.6% |
| 1Y | +30.9% | +12.0% | +18.9% | +27.8% |
| 3Y | +104.2% | +67.3% | +36.9% | +79.8% |
| 5Y | +89.6% | +45.3% | +44.4% | +68.0% |
| All | +89.6% | +44.6% | +45.0% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling