+19.7%
QCOM vs EL
-65.5%
+85.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +13.0% | +2.7% | +10.4% | +12.0% |
| 30D | +0.2% | +10.8% | -10.7% | -3.5% |
| 3M | +9.2% | +26.5% | -17.2% | -0.6% |
| 6M | -15.0% | +31.1% | -46.1% | -23.9% |
| YTD | +5.2% | +6.6% | -1.5% | -0.1% |
| 1Y | +2.4% | +21.8% | -19.5% | -7.8% |
| 3Y | +52.0% | +1.8% | +50.2% | +32.6% |
| 5Y | +19.7% | -65.6% | +85.3% | +99.3% |
| All | +19.7% | -65.5% | +85.3% | +99.3% |
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