+11.2%
QCOM vs EEM
+30.1%
-18.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +2.9% |
| 7D | +0.4% | -2.8% | +3.2% | +4.2% |
| 30D | -6.6% | -11.9% | +5.3% | +8.9% |
| 3M | +3.7% | -8.8% | +12.4% | +15.8% |
| 6M | -13.3% | -11.6% | -1.7% | +1.1% |
| YTD | -1.8% | +9.0% | -10.8% | -11.5% |
| 1Y | -2.5% | +10.6% | -13.1% | -13.6% |
| 3Y | +47.0% | +64.4% | -17.4% | -18.5% |
| All | +11.2% | +30.1% | -18.9% | -18.0% |
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