+58,169.9%
GILD vs EME
+63,295.5%
-5,125.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.7% |
| 7D | -4.8% | +3.5% | -8.3% | -5.6% |
| 30D | +5.8% | -6.3% | +12.1% | +7.0% |
| 3M | +14.9% | -3.8% | +18.7% | +14.6% |
| 6M | -0.4% | +8.5% | -8.9% | -3.5% |
| YTD | +18.5% | +27.8% | -9.3% | +10.6% |
| 1Y | +25.1% | +22.2% | +2.9% | +16.8% |
| 3Y | +105.9% | +253.5% | -147.6% | +45.7% |
| 5Y | +143.0% | +578.6% | -435.6% | +45.2% |
| 10Y | +162.4% | +1,355.6% | -1,193.2% | +24.4% |
| All | +58,169.9% | +63,295.5% | -5,125.6% | +14,766.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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