+19.7%
QCOM vs ESI
+40.6%
-20.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +1.7% |
| 7D | +13.0% | +8.3% | +4.7% | +7.3% |
| 30D | +0.2% | -10.4% | +10.6% | +7.1% |
| 3M | +9.2% | -13.2% | +22.4% | +18.4% |
| 6M | -15.0% | -23.9% | +8.9% | -0.4% |
| YTD | +5.2% | +34.2% | -29.0% | -17.8% |
| 1Y | +2.4% | +22.2% | -19.9% | -14.9% |
| 3Y | +52.0% | +79.2% | -27.3% | -8.6% |
| 5Y | +19.7% | +38.1% | -18.4% | -15.7% |
| All | +19.7% | +40.6% | -20.9% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling