+281.8%
QCOM vs ELV
+257.3%
+24.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +4.4% | -2.2% | +6.6% | +4.9% |
| 30D | +9.4% | -0.2% | +9.6% | +9.3% |
| 3M | -13.7% | -6.1% | -7.6% | -12.7% |
| 6M | +28.9% | +42.8% | -13.9% | +15.9% |
| YTD | +4.7% | +14.4% | -9.6% | -0.6% |
| 1Y | +13.5% | +28.6% | -15.1% | +4.0% |
| 3Y | +77.1% | -7.4% | +84.5% | +73.4% |
| 5Y | +38.9% | +14.5% | +24.4% | +24.7% |
| 10Y | +281.8% | +257.4% | +24.4% | +175.9% |
| All | +281.8% | +257.3% | +24.5% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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