+175.1%
QCOM vs ELAN
-24.0%
+199.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | +7.7% | -6.6% | +14.3% | +9.4% |
| 3M | -30.1% | -0.8% | -29.2% | -30.4% |
| 6M | +22.8% | +0.2% | +22.6% | +20.4% |
| YTD | +0.2% | +8.3% | -8.1% | -4.4% |
| 1Y | +7.9% | +40.2% | -32.4% | -5.8% |
| 3Y | +55.8% | +97.7% | -41.9% | +12.6% |
| 5Y | +30.1% | -28.3% | +58.3% | +32.5% |
| All | +175.1% | -24.0% | +199.1% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling