+20,340.1%
QCOM vs JBL
+34,654.4%
-14,314.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +2.1% |
| 7D | +5.8% | -5.2% | +11.0% | +7.4% |
| 30D | -2.3% | -17.5% | +15.2% | +3.2% |
| 3M | +2.7% | -26.0% | +28.7% | +11.2% |
| 6M | -21.0% | -28.9% | +7.8% | -13.2% |
| YTD | +1.8% | +10.8% | -9.0% | -2.4% |
| 1Y | +2.4% | +18.3% | -15.9% | -3.8% |
| 3Y | +52.1% | +102.2% | -50.1% | +20.7% |
| 5Y | +14.6% | +303.2% | -288.6% | -24.7% |
| 10Y | +230.9% | +1,152.0% | -921.2% | +58.2% |
| All | +20,340.1% | +34,654.4% | -14,314.3% | +5,483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling