+19,365.8%
QCOM vs EME
+61,143.5%
-41,777.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +3.3% | +1.9% | +1.4% | +2.7% |
| 30D | +7.7% | -8.3% | +16.0% | +10.5% |
| 3M | -30.1% | -10.7% | -19.3% | -28.0% |
| 6M | +22.8% | +1.9% | +20.9% | +21.1% |
| YTD | +0.2% | +23.5% | -23.3% | -7.6% |
| 1Y | +7.9% | +18.0% | -10.1% | -0.1% |
| 3Y | +55.8% | +236.1% | -180.3% | +1.9% |
| 5Y | +30.1% | +527.9% | -497.8% | -30.2% |
| 10Y | +248.9% | +1,252.8% | -1,003.9% | +43.7% |
| All | +19,365.8% | +61,143.5% | -41,777.7% | +4,211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling