+69.0%
QCOM vs EEM
+90.7%
-21.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -2.0% |
| 7D | +3.3% | +2.3% | +1.0% | +0.6% |
| 30D | +7.7% | +4.5% | +3.2% | +2.1% |
| 3M | -30.1% | -0.1% | -30.0% | -29.6% |
| 6M | +22.8% | +16.9% | +5.9% | +3.3% |
| YTD | +0.2% | +26.2% | -26.0% | -24.5% |
| 1Y | +7.9% | +40.5% | -32.7% | -29.1% |
| All | +69.0% | +90.7% | -21.7% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling