+30.9%
QCOM vs EL
-67.1%
+98.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -1.0% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | +7.7% | +19.8% | -12.1% | +0.1% |
| 3M | -30.1% | +25.7% | -55.8% | -36.2% |
| 6M | +22.8% | +5.4% | +17.4% | +18.2% |
| YTD | +0.2% | +0.2% | 0.0% | -2.4% |
| 1Y | +7.9% | +20.4% | -12.6% | -2.8% |
| 3Y | +55.8% | -32.1% | +88.0% | +66.5% |
| All | +30.9% | -67.1% | +98.0% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling