+54.3%
QCOM vs ESI
+79.8%
-25.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.6% |
| 7D | +3.3% | +3.3% | 0.0% | +1.4% |
| 30D | +7.7% | -5.9% | +13.6% | +11.2% |
| 3M | -30.1% | -14.1% | -16.0% | -24.2% |
| 6M | +22.8% | +6.6% | +16.3% | +17.2% |
| YTD | +0.2% | +45.0% | -44.8% | -21.6% |
| 1Y | +7.9% | +41.5% | -33.6% | -14.8% |
| All | +54.3% | +79.8% | -25.5% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling