+46,613.4%
QCOM vs ES
+1,029.5%
+45,583.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.1% | -11.6% | -10.1% |
| 7D | -15.5% | +5.9% | -21.4% | -16.9% |
| 30D | -13.4% | +10.2% | -23.6% | -16.0% |
| 3M | 0.0% | +0.4% | -0.4% | -0.3% |
| 6M | -15.2% | +6.9% | -22.1% | -17.4% |
| YTD | -6.9% | +10.5% | -17.4% | -10.5% |
| 1Y | -11.0% | +3.2% | -14.2% | -12.9% |
| 3Y | +39.8% | +49.0% | -9.3% | +19.4% |
| 5Y | +7.2% | +4.5% | +2.7% | +1.4% |
| 10Y | +207.7% | +92.3% | +115.4% | +134.5% |
| All | +46,613.4% | +1,029.5% | +45,583.9% | +23,125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling