+14.6%
QCOM vs JBL
+299.1%
-284.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +0.9% |
| 7D | +5.8% | -5.2% | +11.0% | +8.5% |
| 30D | -2.3% | -17.5% | +15.2% | +7.2% |
| 3M | +2.7% | -26.0% | +28.7% | +17.3% |
| 6M | -21.0% | -28.9% | +7.8% | -7.5% |
| YTD | +1.8% | +10.8% | -9.0% | -6.8% |
| 1Y | +2.4% | +18.3% | -15.9% | -9.8% |
| 3Y | +52.1% | +102.2% | -50.1% | -8.2% |
| 5Y | +14.6% | +303.2% | -288.6% | -61.2% |
| All | +14.6% | +299.1% | -284.5% | -61.2% |
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 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