+188.3%
QCOM vs ELAN
-29.1%
+217.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.2% |
| 7D | +4.9% | -6.4% | +11.3% | +7.0% |
| 30D | +9.3% | +0.6% | +8.7% | +8.9% |
| 3M | -7.0% | 0.0% | -6.9% | -7.9% |
| 6M | +32.0% | -3.4% | +35.4% | +30.8% |
| YTD | +5.0% | +1.0% | +4.0% | +2.4% |
| 1Y | +13.6% | +24.7% | -11.1% | +2.9% |
| 3Y | +77.6% | +97.2% | -19.7% | +27.7% |
| 5Y | +38.2% | -31.5% | +69.7% | +42.6% |
| All | +188.3% | -29.1% | +217.4% | +157.1% |
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