+2,647.9%
EMR vs STZ
+9,621.1%
-6,973.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -1.5% | -1.9% | +0.4% | -1.1% |
| 30D | -5.6% | -1.9% | -3.7% | -5.3% |
| 3M | +7.9% | -6.2% | +14.2% | +9.2% |
| 6M | +6.0% | -14.0% | +20.0% | +9.2% |
| YTD | +16.4% | -5.1% | +21.6% | +16.9% |
| 1Y | +16.6% | -9.6% | +26.2% | +18.1% |
| 3Y | +62.9% | -47.2% | +110.1% | +84.7% |
| 5Y | +60.1% | -33.6% | +93.7% | +71.4% |
| 10Y | +268.7% | -9.8% | +278.5% | +265.0% |
| All | +2,647.9% | +9,621.1% | -6,973.2% | +1,241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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