+19.7%
QCOM vs EMR
+87.7%
-68.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +13.0% | +2.7% | +10.4% | +10.9% |
| 30D | +0.2% | +2.1% | -1.9% | -0.8% |
| 3M | +9.2% | +2.3% | +7.0% | +7.8% |
| 6M | -15.0% | +22.5% | -37.5% | -26.0% |
| YTD | +5.2% | +27.2% | -22.0% | -12.5% |
| 1Y | +2.4% | +28.0% | -25.7% | -15.3% |
| 3Y | +52.0% | +103.4% | -51.5% | -13.2% |
| 5Y | +19.7% | +88.2% | -68.4% | -27.7% |
| All | +19.7% | +87.7% | -68.0% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling