+48.4%
QCOM vs ELAN
+150.7%
-102.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | +4.3% | +4.0% | +0.2% | +3.2% |
| 30D | -0.1% | +18.8% | -18.8% | -4.1% |
| 3M | +5.2% | +19.0% | -13.7% | +0.8% |
| 6M | -18.4% | +22.8% | -41.2% | -22.9% |
| YTD | +2.4% | +18.3% | -15.9% | -3.5% |
| 1Y | +0.9% | +21.8% | -20.9% | -5.8% |
| 3Y | +48.4% | +153.8% | -105.4% | +11.0% |
| All | +48.4% | +150.7% | -102.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling