+242.8%
QCOM vs ES
+87.3%
+155.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +5.5% | +0.9% | +4.7% | +5.2% |
| 30D | -1.1% | +5.9% | -7.0% | -2.7% |
| 3M | +7.6% | -1.0% | +8.6% | +7.6% |
| 6M | -20.1% | +7.2% | -27.2% | -21.9% |
| YTD | +3.0% | +7.0% | -3.9% | +0.4% |
| 1Y | +3.2% | +0.5% | +2.8% | +1.9% |
| 3Y | +48.9% | +48.7% | +0.2% | +28.1% |
| 5Y | +21.1% | +1.9% | +19.1% | +17.0% |
| 10Y | +242.8% | +89.2% | +153.6% | +205.5% |
| All | +242.8% | +87.3% | +155.4% | +205.5% |
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