+13,507.3%
GOOGL vs EMR
+787.3%
+12,720.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.9% |
| 7D | -2.3% | -1.5% | -0.8% | -1.6% |
| 30D | -6.6% | -5.6% | -0.9% | -4.3% |
| 3M | -8.9% | +7.9% | -16.9% | -12.9% |
| 6M | +11.9% | +6.0% | +5.8% | +7.6% |
| YTD | +8.3% | +16.4% | -8.1% | -1.2% |
| 1Y | +46.2% | +16.6% | +29.6% | +32.7% |
| 3Y | +151.9% | +62.9% | +89.0% | +90.4% |
| 5Y | +137.7% | +60.1% | +77.6% | +79.7% |
| 10Y | +757.6% | +268.8% | +488.8% | +305.6% |
| All | +13,507.3% | +787.3% | +12,720.0% | +3,944.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling