+242.6%
QCOM vs ESI
+318.1%
-75.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +4.3% | +5.5% | -1.3% | +1.4% |
| 30D | -0.1% | -7.8% | +7.7% | +4.0% |
| 3M | +5.2% | -15.0% | +20.2% | +13.7% |
| 6M | -18.4% | -24.9% | +6.5% | -6.4% |
| YTD | +2.4% | +33.2% | -30.8% | -13.6% |
| 1Y | +0.9% | +24.9% | -24.0% | -12.2% |
| 3Y | +48.4% | +77.8% | -29.4% | +7.0% |
| 5Y | +16.6% | +37.1% | -20.6% | -6.2% |
| All | +242.6% | +318.1% | -75.4% | +69.0% |
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