+15,172.7%
INTC vs EMR
+4,039.8%
+11,132.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.5% |
| 7D | +7.1% | -1.5% | +8.6% | +8.0% |
| 30D | -5.2% | -5.6% | +0.4% | -2.1% |
| 3M | -14.3% | +7.9% | -22.2% | -17.7% |
| 6M | +110.2% | +6.0% | +104.2% | +104.3% |
| YTD | +159.6% | +16.4% | +143.2% | +138.4% |
| 1Y | +289.3% | +16.6% | +272.7% | +255.6% |
| 3Y | +166.1% | +62.9% | +103.2% | +101.7% |
| 5Y | +94.4% | +60.1% | +34.3% | +47.4% |
| 10Y | +227.7% | +268.7% | -41.0% | +46.4% |
| All | +15,172.7% | +4,039.8% | +11,132.9% | +1,355.6% |
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 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