+230.9%
QCOM vs EMR
+319.4%
-88.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.8% | +0.9% |
| 7D | +5.8% | +2.1% | +3.6% | +4.7% |
| 30D | -2.3% | +4.8% | -7.0% | -4.6% |
| 3M | +2.7% | +7.5% | -4.8% | -1.6% |
| 6M | -21.0% | +20.9% | -41.9% | -29.3% |
| YTD | +1.8% | +29.2% | -27.4% | -13.7% |
| 1Y | +2.4% | +33.0% | -30.5% | -14.7% |
| 3Y | +52.1% | +109.8% | -57.6% | -4.7% |
| 5Y | +14.6% | +91.9% | -77.3% | -24.7% |
| 10Y | +230.9% | +301.5% | -70.6% | +51.1% |
| All | +230.9% | +319.4% | -88.5% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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