+242.6%
QCOM vs EEM
+121.0%
+121.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.3% |
| 7D | +4.3% | +2.7% | +1.6% | +1.4% |
| 30D | -0.1% | -5.4% | +5.3% | +6.4% |
| 3M | +5.2% | -8.6% | +13.9% | +16.1% |
| 6M | -18.4% | -8.9% | -9.5% | -9.3% |
| YTD | +2.4% | +11.9% | -9.5% | -8.6% |
| 1Y | +0.9% | +13.1% | -12.2% | -10.8% |
| 3Y | +48.4% | +70.7% | -22.3% | -12.9% |
| 5Y | +16.6% | +31.8% | -15.2% | -11.0% |
| All | +242.6% | +121.0% | +121.6% | +81.2% |
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