+104.7%
CSCO vs EMR
+109.0%
-4.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +3.6% |
| 7D | -2.9% | +2.1% | -5.1% | -3.5% |
| 30D | -16.7% | +4.8% | -21.4% | -17.9% |
| 3M | -18.4% | +7.5% | -25.9% | -20.4% |
| 6M | +2.9% | +20.9% | -17.9% | -3.6% |
| YTD | +30.4% | +29.2% | +1.3% | +18.8% |
| 1Y | +41.4% | +33.0% | +8.4% | +27.3% |
| 3Y | +104.7% | +109.8% | -5.1% | +52.0% |
| All | +104.7% | +109.0% | -4.4% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling