+622.6%
QCOM vs EMB
+128.3%
+494.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.0% | -0.4% | +2.4% | +2.3% |
| 30D | +1.2% | +1.5% | -0.3% | +0.1% |
| 3M | +9.1% | -1.6% | +10.7% | +10.7% |
| 6M | -25.0% | -1.5% | -23.5% | -23.7% |
| YTD | +4.8% | -0.1% | +4.9% | +5.6% |
| 1Y | +3.6% | +0.5% | +3.1% | +3.9% |
| 3Y | +51.5% | +30.2% | +21.3% | +26.8% |
| 5Y | +19.7% | +8.6% | +11.1% | +12.7% |
| 10Y | +245.8% | +36.9% | +208.9% | +201.9% |
| All | +622.6% | +128.3% | +494.3% | +572.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 all: compounded portfolio wealth divided by compounded EMB 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…
all analysis · Full analysis span regression · 6 months rolling