+21.1%
QCOM vs ESTC
-52.1%
+73.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.0% |
| 7D | +5.5% | -3.6% | +9.1% | +6.5% |
| 30D | -1.1% | -11.2% | +10.1% | +1.7% |
| 3M | +7.6% | +14.3% | -6.7% | +3.4% |
| 6M | -20.1% | +67.0% | -87.1% | -30.4% |
| YTD | +3.0% | +15.7% | -12.6% | -3.0% |
| 1Y | +3.2% | -6.3% | +9.5% | +1.9% |
| 3Y | +48.9% | +14.5% | +34.4% | +28.4% |
| 5Y | +21.1% | -49.9% | +70.9% | +14.6% |
| All | +21.1% | -52.1% | +73.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling