+242.8%
QCOM vs EME
+915.6%
-672.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.7% |
| 7D | +5.5% | -8.8% | +14.3% | +9.1% |
| 30D | -1.1% | -18.2% | +17.1% | +6.9% |
| 3M | +7.6% | -20.2% | +27.8% | +16.8% |
| 6M | -20.1% | -29.9% | +9.8% | -8.8% |
| YTD | +3.0% | +5.7% | -2.7% | -2.4% |
| 1Y | +3.2% | -1.5% | +4.7% | +0.7% |
| 3Y | +48.9% | +208.4% | -159.6% | -17.1% |
| 5Y | +21.1% | +401.9% | -380.8% | -46.6% |
| 10Y | +242.8% | +914.2% | -671.4% | +11.2% |
| All | +242.8% | +915.6% | -672.8% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling