+65.9%
CSCO vs EMR
+15.1%
+50.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -10.7% | -5.0% | -5.8% | -9.6% |
| 3M | -8.7% | +5.9% | -14.7% | -10.4% |
| 6M | +44.9% | +7.3% | +37.6% | +41.3% |
| YTD | +44.1% | +14.6% | +29.6% | +39.9% |
| 1Y | +65.9% | +15.6% | +50.2% | +60.3% |
| All | +65.9% | +15.1% | +50.7% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling