+36.2%
QCOM vs EME
+565.5%
-529.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.1% |
| 7D | +5.1% | +5.2% | -0.1% | +2.9% |
| 30D | +4.3% | -5.4% | +9.6% | +6.4% |
| 3M | -19.6% | -6.1% | -13.5% | -17.9% |
| 6M | +29.5% | +9.7% | +19.8% | +23.5% |
| YTD | +3.4% | +26.6% | -23.2% | -8.5% |
| 1Y | +10.9% | +24.6% | -13.7% | -3.3% |
| 3Y | +74.8% | +249.6% | -174.8% | -15.8% |
| 5Y | +36.2% | +556.6% | -520.4% | -56.2% |
| All | +36.2% | +565.5% | -529.3% | -56.2% |
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 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