+230.9%
QCOM vs EEM
+109.1%
+121.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +0.6% |
| 7D | +5.8% | -0.1% | +5.9% | +6.3% |
| 30D | -2.3% | -8.6% | +6.3% | +8.0% |
| 3M | +2.7% | -7.0% | +9.7% | +11.3% |
| 6M | -21.0% | -9.7% | -11.3% | -11.2% |
| YTD | +1.8% | +12.1% | -10.3% | -9.2% |
| 1Y | +2.4% | +14.1% | -11.6% | -10.3% |
| 3Y | +52.1% | +72.1% | -20.0% | -11.3% |
| 5Y | +14.6% | +34.1% | -19.4% | -13.8% |
| 10Y | +230.9% | +109.6% | +121.3% | +85.4% |
| All | +230.9% | +109.1% | +121.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling