+245.8%
QCOM vs EL
+63.7%
+182.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.2% |
| 7D | +2.0% | +0.3% | +1.7% | +2.0% |
| 30D | +1.2% | +12.3% | -11.1% | -3.4% |
| 3M | +9.1% | +28.4% | -19.3% | -2.6% |
| 6M | -25.0% | +36.7% | -61.7% | -35.1% |
| YTD | +4.8% | +8.4% | -3.5% | -1.9% |
| 1Y | +3.6% | +25.4% | -21.8% | -9.2% |
| 3Y | +51.5% | +3.4% | +48.0% | +30.6% |
| 5Y | +19.7% | -64.8% | +84.5% | +79.3% |
| 10Y | +245.8% | +63.0% | +182.8% | +161.9% |
| All | +245.8% | +63.7% | +182.1% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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