+159.7%
GILD vs EMR
+284.0%
-124.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.3% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +5.8% | -6.8% | +12.6% | +7.3% |
| 3M | +14.9% | +7.5% | +7.5% | +12.8% |
| 6M | -0.4% | +9.9% | -10.2% | -2.9% |
| YTD | +18.5% | +16.0% | +2.6% | +13.5% |
| 1Y | +25.1% | +12.4% | +12.7% | +20.5% |
| 3Y | +105.9% | +60.2% | +45.6% | +79.5% |
| 5Y | +143.0% | +67.9% | +75.1% | +106.6% |
| All | +159.7% | +284.0% | -124.3% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling