+216.5%
QCOM vs ESI
+312.6%
-96.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.5% |
| 7D | +0.4% | -8.5% | +8.9% | +5.1% |
| 30D | -6.6% | -15.7% | +9.0% | +1.8% |
| 3M | +3.7% | -18.2% | +21.9% | +14.3% |
| 6M | -13.3% | -28.8% | +15.5% | +2.3% |
| YTD | -1.8% | +26.3% | -28.0% | -14.7% |
| 1Y | -2.5% | +18.2% | -20.7% | -12.7% |
| 3Y | +47.0% | +68.1% | -21.1% | +9.2% |
| 5Y | +13.1% | +28.8% | -15.7% | -6.0% |
| All | +216.5% | +312.6% | -96.1% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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