+216.5%
QCOM vs ES
+85.7%
+130.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.2% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | -6.6% | +7.1% | -13.7% | -8.3% |
| 3M | +3.7% | -1.9% | +5.6% | +3.9% |
| 6M | -13.3% | +4.4% | -17.7% | -14.8% |
| YTD | -1.8% | +7.3% | -9.1% | -4.4% |
| 1Y | -2.5% | +2.1% | -4.6% | -4.2% |
| 3Y | +47.0% | +41.8% | +5.1% | +28.5% |
| 5Y | +13.1% | +1.4% | +11.7% | +9.5% |
| All | +216.5% | +85.7% | +130.8% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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