+38.9%
QCOM vs ELAN
-30.4%
+69.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +4.4% | -4.6% | +8.9% | +5.7% |
| 30D | +9.4% | +5.7% | +3.7% | +7.4% |
| 3M | -13.7% | -3.9% | -9.8% | -13.4% |
| 6M | +28.9% | -1.6% | +30.5% | +27.0% |
| YTD | +4.7% | +4.1% | +0.7% | +1.3% |
| 1Y | +13.5% | +25.5% | -12.0% | +3.0% |
| 3Y | +77.1% | +103.2% | -26.1% | +26.3% |
| 5Y | +38.9% | -29.8% | +68.7% | +67.1% |
| All | +38.9% | -30.4% | +69.3% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling