+242.8%
QCOM vs ESI
+306.3%
-63.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +5.5% | -6.6% | +12.1% | +9.3% |
| 30D | -1.1% | -9.8% | +8.7% | +4.1% |
| 3M | +7.6% | -11.9% | +19.5% | +14.2% |
| 6M | -20.1% | -25.1% | +5.0% | -8.0% |
| YTD | +3.0% | +31.9% | -28.9% | -12.5% |
| 1Y | +3.2% | +19.2% | -15.9% | -7.9% |
| 3Y | +48.9% | +76.2% | -27.3% | +7.9% |
| 5Y | +21.1% | +39.4% | -18.3% | -3.0% |
| 10Y | +242.8% | +304.9% | -62.1% | +72.2% |
| All | +242.8% | +306.3% | -63.5% | +72.2% |
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