+3,894.5%
EMR vs TROW
+14,398.8%
-10,504.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | -3.5% | -4.0% | +0.5% | -2.1% |
| 3M | +9.8% | +5.0% | +4.8% | +7.7% |
| 6M | +10.8% | +24.3% | -13.5% | +2.5% |
| YTD | +15.9% | +9.8% | +6.2% | +12.0% |
| 1Y | +16.4% | +6.4% | +10.0% | +13.6% |
| 3Y | +62.1% | +15.8% | +46.3% | +53.4% |
| 5Y | +62.9% | -37.3% | +100.2% | +84.9% |
| 10Y | +267.8% | +130.6% | +137.1% | +174.3% |
| All | +3,894.5% | +14,398.8% | -10,504.3% | +1,258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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