+40.1%
GILD vs EMR
+27.5%
+12.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.5% |
| 7D | +1.2% | -4.8% | +5.9% | +1.7% |
| 30D | +16.2% | +0.7% | +15.4% | +16.1% |
| 3M | +27.9% | +0.4% | +27.5% | +27.9% |
| 6M | +27.1% | +18.4% | +8.7% | +24.6% |
| YTD | +39.0% | +23.9% | +15.1% | +32.1% |
| 1Y | +40.1% | +24.7% | +15.4% | +33.2% |
| All | +40.1% | +27.5% | +12.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling