+7.9%
QCOM vs EME
+19.7%
-11.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +3.3% | +1.9% | +1.4% | +2.8% |
| 30D | +7.7% | -8.3% | +16.0% | +10.1% |
| 3M | -30.1% | -10.7% | -19.3% | -26.9% |
| 6M | +22.8% | +1.9% | +20.9% | +25.5% |
| YTD | +0.2% | +23.5% | -23.3% | -1.7% |
| 1Y | +7.9% | +18.0% | -10.1% | +5.9% |
| All | +7.9% | +19.7% | -11.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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