+239.9%
QCOM vs EMR
+282.1%
-42.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.9% |
| 7D | +5.5% | +0.7% | +4.8% | +5.3% |
| 30D | -1.1% | +3.5% | -4.7% | -2.8% |
| 3M | +7.6% | +5.9% | +1.7% | +4.0% |
| 6M | -20.1% | +19.4% | -39.5% | -28.0% |
| YTD | +3.0% | +27.7% | -24.6% | -12.1% |
| 1Y | +3.2% | +30.9% | -27.7% | -13.3% |
| 3Y | +48.9% | +104.2% | -55.3% | -5.5% |
| 5Y | +21.1% | +89.6% | -68.5% | -20.1% |
| All | +239.9% | +282.1% | -42.3% | +50.1% |
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