+30.9%
QCOM vs JBL
+405.9%
-375.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.7% |
| 7D | +3.3% | +3.0% | +0.3% | +1.8% |
| 30D | +7.7% | -8.3% | +16.0% | +11.7% |
| 3M | -30.1% | -16.9% | -13.2% | -23.9% |
| 6M | +22.8% | +21.8% | +1.1% | +10.2% |
| YTD | +0.2% | +36.3% | -36.1% | -16.3% |
| 1Y | +7.9% | +49.5% | -41.7% | -15.3% |
| 3Y | +55.8% | +170.6% | -114.8% | -19.4% |
| All | +30.9% | +405.9% | -375.1% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling