+3.6%
QCOM vs ESTC
-5.7%
+9.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.0% | -2.6% | +4.6% | +2.4% |
| 30D | +1.2% | -8.6% | +9.8% | +2.8% |
| 3M | +9.1% | +14.4% | -5.2% | +7.4% |
| 6M | -25.0% | +73.3% | -98.3% | -30.4% |
| YTD | +4.8% | +15.7% | -10.9% | +2.7% |
| 1Y | +3.6% | -7.6% | +11.2% | +4.2% |
| All | +3.6% | -5.7% | +9.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling