+318.3%
INTC vs EMR
+15.3%
+302.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +0.7% |
| 7D | +7.5% | -0.4% | +7.9% | +7.8% |
| 30D | +2.0% | -6.8% | +8.7% | +7.4% |
| 3M | -12.0% | +7.5% | -19.5% | -16.4% |
| 6M | +114.5% | +9.9% | +104.7% | +98.8% |
| YTD | +179.0% | +16.0% | +163.0% | +151.2% |
| 1Y | +318.3% | +12.4% | +305.8% | +273.1% |
| All | +318.3% | +15.3% | +302.9% | +273.1% |
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 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