+11,791.0%
GOOGL vs EMR
+869.5%
+10,921.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | +2.8% | +1.0% | +2.5% |
| 30D | -14.9% | +3.7% | -18.6% | -16.5% |
| 3M | -14.6% | +2.0% | -16.6% | -15.7% |
| 6M | -26.4% | +22.1% | -48.6% | -33.8% |
| YTD | -5.3% | +27.2% | -32.6% | -17.4% |
| 1Y | +6.5% | +32.0% | -25.6% | -8.8% |
| 3Y | +126.0% | +103.3% | +22.8% | +53.6% |
| 5Y | +100.8% | +88.2% | +12.6% | +40.7% |
| 10Y | +673.8% | +280.4% | +393.3% | +261.4% |
| All | +11,791.0% | +869.5% | +10,921.5% | +3,281.5% |
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