+263.4%
INTC vs EMR
+279.3%
-15.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | +18.0% | +0.9% | +17.1% | +17.3% |
| 30D | +8.9% | -5.0% | +13.9% | +12.2% |
| 3M | -1.6% | +5.9% | -7.5% | -4.8% |
| 6M | +133.1% | +7.3% | +125.8% | +124.2% |
| YTD | +187.9% | +14.6% | +173.4% | +165.7% |
| 1Y | +334.7% | +15.6% | +319.1% | +297.2% |
| 3Y | +184.2% | +60.2% | +124.0% | +116.4% |
| 5Y | +116.0% | +65.8% | +50.2% | +59.7% |
| All | +263.4% | +279.3% | -15.9% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling