+50,186.6%
QCOM vs JBHT
+8,160.9%
+42,025.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.8% |
| 7D | +3.3% | +4.9% | -1.6% | +1.8% |
| 30D | +7.7% | +0.6% | +7.1% | +7.4% |
| 3M | -30.1% | -3.2% | -26.9% | -29.6% |
| 6M | +22.8% | +17.0% | +5.9% | +16.0% |
| YTD | +0.2% | +41.7% | -41.5% | -11.1% |
| 1Y | +7.9% | +90.0% | -82.1% | -13.5% |
| 3Y | +55.8% | +47.0% | +8.8% | +33.7% |
| 5Y | +30.1% | +58.3% | -28.2% | +8.9% |
| 10Y | +248.9% | +273.9% | -25.0% | +122.5% |
| All | +50,186.6% | +8,160.9% | +42,025.7% | +11,605.3% |
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