+2.4%
QCOM vs EEM
+12.0%
-9.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.9% |
| 7D | +13.0% | +5.3% | +7.7% | +6.9% |
| 30D | +0.2% | -7.0% | +7.2% | +8.2% |
| 3M | +9.2% | -8.0% | +17.2% | +19.1% |
| 6M | -15.0% | -6.6% | -8.4% | -7.6% |
| YTD | +5.2% | +12.3% | -7.2% | -2.0% |
| 1Y | +2.4% | +12.2% | -9.8% | -3.2% |
| All | +2.4% | +12.0% | -9.6% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling