+289.3%
INTC vs EMR
+19.4%
+269.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.2% |
| 7D | +7.1% | -1.5% | +8.6% | +8.2% |
| 30D | -5.2% | -5.6% | +0.4% | -1.2% |
| 3M | -14.3% | +7.9% | -22.2% | -18.6% |
| 6M | +110.2% | +6.0% | +104.2% | +97.9% |
| YTD | +159.6% | +16.4% | +143.2% | +133.9% |
| 1Y | +289.3% | +16.6% | +272.7% | +248.8% |
| All | +289.3% | +19.4% | +269.8% | +248.8% |
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