+50,186.6%
QCOM vs EMR
+2,958.9%
+47,227.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | +3.3% | -1.5% | +4.9% | +4.1% |
| 30D | +7.7% | -5.6% | +13.3% | +10.9% |
| 3M | -30.1% | +7.9% | -38.0% | -33.0% |
| 6M | +22.8% | +6.0% | +16.8% | +18.5% |
| YTD | +0.2% | +16.4% | -16.3% | -8.7% |
| 1Y | +7.9% | +16.6% | -8.8% | -2.0% |
| 3Y | +55.8% | +62.9% | -7.0% | +16.8% |
| 5Y | +30.1% | +60.1% | -30.0% | -1.6% |
| 10Y | +248.9% | +268.7% | -19.9% | +60.2% |
| All | +50,186.6% | +2,958.9% | +47,227.8% | +8,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling