+54.1%
INTC vs EMR
+104.1%
-50.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.1% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -44.5% | +3.5% | -48.0% | -45.3% |
| 3M | -40.4% | +5.9% | -46.3% | -42.4% |
| 6M | -53.5% | +19.4% | -72.9% | -58.9% |
| YTD | +57.5% | +27.7% | +29.9% | +30.5% |
| 1Y | +51.2% | +30.9% | +20.3% | +22.9% |
| All | +54.1% | +104.1% | -50.0% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling