+3,912.1%
EMR vs GSK
+1,705.8%
+2,206.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.7% | +2.4% |
| 7D | -1.5% | -1.8% | +0.3% | -0.9% |
| 30D | -5.6% | -2.2% | -3.4% | -5.1% |
| 3M | +7.9% | -1.8% | +9.8% | +8.2% |
| 6M | +6.0% | -10.6% | +16.6% | +9.6% |
| YTD | +16.4% | +4.4% | +12.0% | +14.1% |
| 1Y | +16.6% | +30.4% | -13.8% | +5.8% |
| 3Y | +62.9% | +60.1% | +2.8% | +34.7% |
| 5Y | +60.1% | +46.8% | +13.3% | +34.6% |
| 10Y | +268.7% | +79.2% | +189.5% | +188.0% |
| All | +3,912.1% | +1,705.8% | +2,206.2% | +1,554.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling