+30.6%
ORCL vs EMR
+80.8%
-50.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | -1.6% | -9.6% | -10.4% |
| 30D | -18.8% | +2.0% | -20.8% | -19.5% |
| 3M | -18.8% | +3.8% | -22.6% | -20.3% |
| 6M | -39.7% | +10.5% | -50.3% | -42.9% |
| YTD | -39.6% | +23.7% | -63.3% | -46.8% |
| 1Y | -51.7% | +25.4% | -77.2% | -57.9% |
| 3Y | +10.2% | +86.6% | -76.3% | -23.1% |
| All | +30.6% | +80.8% | -50.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling