+1,036.4%
QCOM vs ELV
+2,444.2%
-1,407.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +3.3% | +3.3% | 0.0% | +2.3% |
| 30D | +7.7% | +4.2% | +3.5% | +6.4% |
| 3M | -30.1% | -0.1% | -30.0% | -30.5% |
| 6M | +22.8% | +41.3% | -18.4% | +9.7% |
| YTD | +0.2% | +17.4% | -17.2% | -6.1% |
| 1Y | +7.9% | +35.1% | -27.2% | -3.3% |
| 3Y | +55.8% | -3.2% | +59.1% | +50.0% |
| 5Y | +30.1% | +15.6% | +14.5% | +16.4% |
| 10Y | +248.9% | +276.8% | -27.9% | +107.0% |
| All | +1,036.4% | +2,444.2% | -1,407.8% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling