+52.1%
QCOM vs JBL
+100.3%
-48.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +1.3% |
| 7D | +5.8% | -5.2% | +11.0% | +8.1% |
| 30D | -2.3% | -17.5% | +15.2% | +5.6% |
| 3M | +2.7% | -26.0% | +28.7% | +14.9% |
| 6M | -21.0% | -28.9% | +7.8% | -9.7% |
| YTD | +1.8% | +10.8% | -9.0% | -3.7% |
| 1Y | +2.4% | +18.3% | -15.9% | -6.2% |
| 3Y | +52.1% | +102.2% | -50.1% | +5.2% |
| All | +52.1% | +100.3% | -48.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 3y: compounded portfolio wealth divided by compounded JBL 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…
3y analysis · Full analysis span regression · 6 months rolling