+9,656.7%
INTC vs EMR
+4,438.0%
+5,218.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +17.1% | +2.7% | +14.5% | +15.4% |
| 30D | -40.5% | +2.1% | -42.6% | -40.6% |
| 3M | -39.4% | +2.3% | -41.6% | -39.6% |
| 6M | -49.3% | +22.5% | -71.8% | -54.3% |
| YTD | +65.9% | +27.2% | +38.7% | +46.1% |
| 1Y | +61.5% | +28.0% | +33.5% | +41.8% |
| 3Y | +59.6% | +103.4% | -43.8% | +8.1% |
| 5Y | +31.2% | +88.2% | -57.0% | -8.1% |
| 10Y | +116.6% | +281.7% | -165.1% | -4.1% |
| All | +9,656.7% | +4,438.0% | +5,218.7% | +790.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling