+1,014.0%
QCOM vs ELV
+2,568.9%
-1,555.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.9% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | -6.6% | +5.3% | -11.9% | -8.0% |
| 3M | +3.7% | +9.2% | -5.5% | +0.8% |
| 6M | -13.3% | +14.5% | -27.9% | -17.6% |
| YTD | -1.8% | +23.2% | -25.0% | -9.4% |
| 1Y | -2.5% | +38.0% | -40.6% | -13.2% |
| 3Y | +47.0% | -1.5% | +48.5% | +40.7% |
| 5Y | +13.1% | +8.5% | +4.6% | +3.5% |
| 10Y | +224.7% | +309.5% | -84.8% | +87.9% |
| All | +1,014.0% | +2,568.9% | -1,555.0% | +266.8% |
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