+308.5%
CSCO vs EMR
+279.2%
+29.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.3% |
| 7D | +1.9% | +2.8% | -0.9% | +0.7% |
| 30D | -15.8% | +3.7% | -19.5% | -17.1% |
| 3M | -15.4% | +2.0% | -17.4% | -16.2% |
| 6M | -5.4% | +22.1% | -27.5% | -13.8% |
| YTD | +26.5% | +27.2% | -0.8% | +11.9% |
| 1Y | +25.9% | +32.0% | -6.1% | +9.4% |
| 3Y | +97.5% | +103.3% | -5.7% | +36.0% |
| 5Y | +93.0% | +88.2% | +4.8% | +35.5% |
| All | +308.5% | +279.2% | +29.3% | +103.9% |
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