+111.9%
INTC vs EMR
+279.2%
-167.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +2.8% | +3.2% | +4.2% |
| 30D | -39.2% | +3.7% | -42.9% | -39.9% |
| 3M | -42.9% | +2.0% | -45.0% | -43.1% |
| 6M | -50.4% | +22.1% | -72.5% | -55.5% |
| YTD | +61.7% | +27.2% | +34.4% | +41.3% |
| 1Y | +66.1% | +32.0% | +34.1% | +42.1% |
| 3Y | +58.1% | +103.3% | -45.1% | +6.3% |
| 5Y | +27.9% | +88.2% | -60.4% | -11.4% |
| All | +111.9% | +279.2% | -167.3% | +9.7% |
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