+36.2%
QCOM vs EEM
+45.8%
-9.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.0% |
| 7D | +5.1% | +3.1% | +2.0% | +1.4% |
| 30D | +4.3% | +4.9% | -0.6% | -1.5% |
| 3M | -19.6% | +5.2% | -24.9% | -24.1% |
| 6M | +29.5% | +20.7% | +8.8% | +4.6% |
| YTD | +3.4% | +26.5% | -23.1% | -21.8% |
| 1Y | +10.9% | +37.8% | -26.9% | -24.1% |
| 3Y | +74.8% | +91.0% | -16.2% | -18.1% |
| 5Y | +36.2% | +47.0% | -10.9% | -17.1% |
| All | +36.2% | +45.8% | -9.6% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling