+243.2%
INTC vs EMR
+274.4%
-31.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.8% |
| 7D | +9.4% | -1.2% | +10.7% | +10.3% |
| 30D | +2.7% | -9.4% | +12.1% | +8.9% |
| 3M | -6.3% | +8.6% | -14.9% | -10.6% |
| 6M | +114.5% | +6.7% | +107.8% | +107.2% |
| YTD | +171.9% | +13.1% | +158.8% | +153.0% |
| 1Y | +305.0% | +12.7% | +292.3% | +275.7% |
| 3Y | +168.3% | +58.1% | +110.3% | +106.0% |
| 5Y | +102.3% | +63.6% | +38.7% | +50.8% |
| All | +243.2% | +274.4% | -31.2% | +84.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling