+24.0%
INTC vs EMR
+88.6%
-64.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.2% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -44.5% | +3.5% | -48.0% | -45.2% |
| 3M | -40.4% | +5.9% | -46.3% | -42.3% |
| 6M | -53.5% | +19.4% | -72.9% | -58.6% |
| YTD | +57.5% | +27.7% | +29.9% | +32.4% |
| 1Y | +51.2% | +30.9% | +20.3% | +24.8% |
| 3Y | +51.6% | +104.2% | -52.6% | -9.0% |
| All | +24.0% | +88.6% | -64.6% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling