+19,680.7%
QCOM vs EME
+52,948.1%
-33,267.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.3% | -3.6% | +1.4% |
| 7D | +5.8% | -4.4% | +10.2% | +7.0% |
| 30D | -2.3% | -17.3% | +15.0% | +3.4% |
| 3M | +2.7% | -20.0% | +22.7% | +9.5% |
| 6M | -21.0% | -29.1% | +8.1% | -13.0% |
| YTD | +1.8% | +6.9% | -5.1% | -2.3% |
| 1Y | +2.4% | +0.8% | +1.7% | +0.1% |
| 3Y | +52.1% | +214.4% | -162.3% | +1.3% |
| 5Y | +14.6% | +404.2% | -389.5% | -34.4% |
| 10Y | +230.9% | +941.9% | -711.1% | +46.9% |
| All | +19,680.7% | +52,948.1% | -33,267.4% | +4,461.6% |
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