+49,194.2%
QCOM vs EMR
+3,149.6%
+46,044.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | -1.6% | +1.9% | +1.5% |
| 30D | -6.6% | +2.0% | -8.6% | -7.2% |
| 3M | +3.7% | +3.8% | -0.1% | +1.7% |
| 6M | -13.3% | +10.5% | -23.8% | -17.8% |
| YTD | -1.8% | +23.7% | -25.5% | -13.2% |
| 1Y | -2.5% | +25.4% | -27.9% | -14.5% |
| 3Y | +47.0% | +86.6% | -39.6% | +2.6% |
| 5Y | +13.1% | +83.0% | -69.9% | -20.1% |
| 10Y | +224.7% | +319.5% | -94.8% | +39.5% |
| All | +49,194.2% | +3,149.6% | +46,044.6% | +7,651.2% |
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