+69.0%
QCOM vs ELV
-4.6%
+73.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +3.3% | +3.3% | 0.0% | +3.0% |
| 30D | +7.7% | +4.2% | +3.5% | +7.3% |
| 3M | -30.1% | -0.1% | -30.0% | -30.1% |
| 6M | +22.8% | +41.3% | -18.4% | +16.9% |
| YTD | +0.2% | +17.4% | -17.2% | -2.4% |
| 1Y | +7.9% | +35.1% | -27.2% | +3.2% |
| All | +69.0% | -4.6% | +73.6% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling