+110.2%
INTC vs EMR
+13.2%
+97.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +2.9% |
| 7D | +7.1% | -1.5% | +8.6% | +8.6% |
| 30D | -5.2% | -5.6% | +0.4% | 0.0% |
| 3M | -14.3% | +7.9% | -22.2% | -20.2% |
| All | +110.2% | +13.2% | +97.0% | +92.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling