+9,650.5%
QCOM vs EL
+1,792.3%
+7,858.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.7% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -6.6% | +16.5% | -23.1% | -11.8% |
| 3M | +3.7% | +29.2% | -25.5% | -6.6% |
| 6M | -13.3% | +27.9% | -41.2% | -22.1% |
| YTD | -1.8% | +6.2% | -8.0% | -6.8% |
| 1Y | -2.5% | +27.2% | -29.7% | -13.8% |
| 3Y | +47.0% | +3.2% | +43.8% | +30.4% |
| 5Y | +13.1% | -66.0% | +79.1% | +51.9% |
| 10Y | +224.7% | +58.3% | +166.3% | +145.7% |
| All | +9,650.5% | +1,792.3% | +7,858.2% | +2,691.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling