+254.0%
QCOM vs ESI
+314.4%
-60.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.4% |
| 7D | +3.3% | +3.3% | 0.0% | +1.6% |
| 30D | +7.7% | -5.9% | +13.6% | +10.7% |
| 3M | -30.1% | -14.1% | -16.0% | -25.0% |
| 6M | +22.8% | +6.6% | +16.3% | +17.7% |
| YTD | +0.2% | +45.0% | -44.8% | -18.2% |
| 1Y | +7.9% | +41.5% | -33.6% | -11.1% |
| 3Y | +55.8% | +78.8% | -22.9% | +13.4% |
| 5Y | +30.1% | +70.9% | -40.8% | -3.7% |
| All | +254.0% | +314.4% | -60.4% | +81.8% |
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