+181.1%
QCOM vs ELAN
-17.0%
+198.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | +4.3% | +4.0% | +0.2% | +3.0% |
| 30D | -0.1% | +18.8% | -18.8% | -5.2% |
| 3M | +5.2% | +19.0% | -13.7% | -0.5% |
| 6M | -18.4% | +22.8% | -41.2% | -24.1% |
| YTD | +2.4% | +18.3% | -15.9% | -5.0% |
| 1Y | +0.9% | +21.8% | -20.9% | -7.5% |
| 3Y | +48.4% | +153.8% | -105.4% | -0.9% |
| 5Y | +16.6% | -18.9% | +35.5% | +14.2% |
| All | +181.1% | -17.0% | +198.1% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling