+3.6%
QCOM vs EL
+25.2%
-21.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.1% |
| 7D | +2.0% | +0.3% | +1.7% | +2.0% |
| 30D | +1.2% | +12.3% | -11.1% | -2.1% |
| 3M | +9.1% | +28.4% | -19.3% | +0.6% |
| 6M | -25.0% | +36.7% | -61.7% | -32.7% |
| YTD | +4.8% | +8.4% | -3.5% | +1.1% |
| 1Y | +3.6% | +25.4% | -21.8% | -6.6% |
| All | +3.6% | +25.2% | -21.6% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling