+63.6%
EMR vs GSK
+47.2%
+16.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -1.2% | -5.4% | +4.2% | -0.1% |
| 30D | -9.4% | -4.6% | -4.8% | -8.6% |
| 3M | +8.6% | -5.1% | +13.7% | +9.5% |
| 6M | +6.7% | -11.4% | +18.1% | +9.2% |
| YTD | +13.1% | +0.7% | +12.3% | +12.8% |
| 1Y | +12.7% | +23.0% | -10.3% | +8.3% |
| 3Y | +58.1% | +48.0% | +10.1% | +43.7% |
| 5Y | +63.6% | +48.2% | +15.4% | +44.8% |
| All | +63.6% | +47.2% | +16.4% | +44.8% |
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 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