+54.3%
QCOM vs EL
-31.7%
+86.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.7% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | +7.7% | +19.8% | -12.1% | +2.3% |
| 3M | -30.1% | +25.7% | -55.8% | -34.5% |
| 6M | +22.8% | +5.4% | +17.4% | +19.4% |
| YTD | +0.2% | +0.2% | 0.0% | -1.5% |
| 1Y | +7.9% | +20.4% | -12.6% | +0.9% |
| All | +54.3% | -31.7% | +86.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling