+245.8%
QCOM vs ELV
+269.1%
-23.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | -1.1% | +3.0% | +2.2% |
| 30D | +1.2% | +1.8% | -0.5% | +0.7% |
| 3M | +9.1% | +10.5% | -1.4% | +6.2% |
| 6M | -25.0% | +13.5% | -38.4% | -28.2% |
| YTD | +4.8% | +24.3% | -19.5% | -2.8% |
| 1Y | +3.6% | +38.9% | -35.3% | -7.0% |
| 3Y | +51.5% | -1.5% | +52.9% | +46.0% |
| 5Y | +19.7% | +7.3% | +12.4% | +10.4% |
| 10Y | +245.8% | +268.7% | -22.9% | +151.5% |
| All | +245.8% | +269.1% | -23.3% | +151.5% |
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