+14.6%
QCOM vs EME
+407.9%
-393.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.3% | -3.6% | +0.7% |
| 7D | +5.8% | -4.4% | +10.2% | +7.2% |
| 30D | -2.3% | -17.3% | +15.0% | +5.0% |
| 3M | +2.7% | -20.0% | +22.7% | +11.4% |
| 6M | -21.0% | -29.1% | +8.1% | -10.0% |
| YTD | +1.8% | +6.9% | -5.1% | -4.1% |
| 1Y | +2.4% | +0.8% | +1.7% | -1.1% |
| 3Y | +52.1% | +214.4% | -162.3% | -24.6% |
| 5Y | +14.6% | +404.2% | -389.5% | -59.4% |
| All | +14.6% | +407.9% | -393.3% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling