+70.4%
INTC vs EMR
+29.0%
+41.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +17.1% | +2.7% | +14.5% | +14.4% |
| 30D | -40.5% | +2.1% | -42.6% | -40.5% |
| 3M | -39.4% | +2.3% | -41.6% | -39.6% |
| 6M | -49.3% | +22.5% | -71.8% | -56.1% |
| YTD | +65.9% | +27.2% | +38.7% | +34.0% |
| All | +70.4% | +29.0% | +41.4% | +32.8% |
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