+74.8%
QCOM vs JBL
+189.9%
-115.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.9% |
| 7D | +5.1% | +4.4% | +0.6% | +3.3% |
| 30D | +4.3% | -8.4% | +12.7% | +7.5% |
| 3M | -19.6% | -14.2% | -5.5% | -15.2% |
| 6M | +29.5% | +29.6% | -0.1% | +17.7% |
| YTD | +3.4% | +37.1% | -33.7% | -8.9% |
| 1Y | +10.9% | +49.5% | -38.6% | -6.4% |
| 3Y | +74.8% | +192.7% | -117.9% | +14.2% |
| All | +74.8% | +189.9% | -115.1% | +14.2% |
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