+324.2%
CSCO vs EMR
+294.2%
+30.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -17.1% | +3.5% | -20.6% | -18.3% |
| 3M | -19.6% | +5.9% | -25.5% | -21.7% |
| 6M | +2.4% | +19.4% | -17.0% | -5.8% |
| YTD | +29.8% | +27.7% | +2.1% | +14.7% |
| 1Y | +38.7% | +30.9% | +7.8% | +20.9% |
| 3Y | +101.3% | +104.2% | -2.9% | +38.3% |
| 5Y | +94.8% | +89.6% | +5.2% | +36.3% |
| 10Y | +324.2% | +280.0% | +44.2% | +111.8% |
| All | +324.2% | +294.2% | +30.0% | +111.8% |
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 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