+51,512.8%
QCOM vs JBHT
+6,751.5%
+44,761.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.3% | +5.0% |
| 7D | -5.3% | +1.7% | -7.0% | -5.8% |
| 30D | -4.2% | -1.2% | -3.0% | -3.9% |
| 3M | +7.0% | -17.1% | +24.2% | +12.9% |
| 6M | +3.8% | -4.4% | +8.2% | +4.1% |
| YTD | +2.8% | +17.5% | -14.7% | -3.7% |
| 1Y | +2.3% | +32.6% | -30.3% | -7.8% |
| 3Y | +54.4% | +33.0% | +21.4% | +36.4% |
| 5Y | +23.7% | +20.3% | +3.3% | +12.3% |
| 10Y | +240.0% | +209.1% | +30.9% | +128.9% |
| All | +51,512.8% | +6,751.5% | +44,761.3% | +12,578.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 all: compounded portfolio wealth divided by compounded JBHT 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…
all analysis · Full analysis span regression · 6 months rolling