+220,352.3%
CSCO vs EMR
+4,127.0%
+216,225.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | -0.7% | -1.5% | +0.9% | +0.1% |
| 30D | -10.1% | -5.6% | -4.5% | -7.6% |
| 3M | -15.7% | +7.9% | -23.6% | -19.5% |
| 6M | +36.3% | +6.0% | +30.2% | +29.9% |
| YTD | +43.8% | +16.4% | +27.4% | +29.9% |
| 1Y | +63.9% | +16.6% | +47.3% | +47.1% |
| 3Y | +104.4% | +62.9% | +41.5% | +47.9% |
| 5Y | +111.4% | +60.1% | +51.3% | +51.4% |
| 10Y | +361.7% | +268.8% | +92.9% | +92.5% |
| All | +220,352.3% | +4,127.0% | +216,225.3% | +19,687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling