+114.0%
CSCO vs EMR
+62.8%
+51.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.5% | +3.1% | -3.6% | -1.7% |
| 30D | -10.1% | -3.5% | -6.6% | -9.0% |
| 3M | -11.7% | +9.8% | -21.5% | -15.2% |
| 6M | +40.1% | +10.8% | +29.3% | +33.2% |
| YTD | +43.8% | +15.9% | +27.9% | +34.0% |
| 1Y | +66.6% | +16.4% | +50.2% | +54.4% |
| 3Y | +108.5% | +62.1% | +46.4% | +63.7% |
| 5Y | +114.0% | +62.9% | +51.0% | +60.4% |
| All | +114.0% | +62.8% | +51.2% | +60.4% |
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