+88.8%
CSCO vs EMR
+80.8%
+8.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -10.2% | -1.6% | -8.6% | -9.6% |
| 30D | -20.1% | +2.0% | -22.0% | -20.6% |
| 3M | -22.1% | +3.8% | -25.9% | -23.2% |
| 6M | +3.2% | +10.5% | -7.3% | -1.1% |
| YTD | +24.1% | +23.7% | +0.4% | +12.9% |
| 1Y | +34.6% | +25.4% | +9.1% | +21.5% |
| 3Y | +90.0% | +86.6% | +3.4% | +40.0% |
| All | +88.8% | +80.8% | +8.0% | +36.9% |
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 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