+281.8%
QCOM vs EME
+1,266.0%
-984.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +2.3% |
| 7D | +4.4% | +2.7% | +1.6% | +3.2% |
| 30D | +9.4% | -6.8% | +16.2% | +12.3% |
| 3M | -13.7% | -8.8% | -4.8% | -11.1% |
| 6M | +28.9% | +5.0% | +23.9% | +24.9% |
| YTD | +4.7% | +23.5% | -18.8% | -6.1% |
| 1Y | +13.5% | +21.3% | -7.8% | +0.9% |
| 3Y | +77.1% | +241.1% | -164.0% | -4.1% |
| 5Y | +38.9% | +549.2% | -510.2% | -44.0% |
| 10Y | +281.8% | +1,306.4% | -1,024.6% | +10.3% |
| All | +281.8% | +1,266.0% | -984.2% | +10.3% |
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