+20,585.6%
QCOM vs JBL
+34,277.3%
-13,691.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +5.5% | -8.1% | +13.6% | +8.1% |
| 30D | -1.1% | -18.4% | +17.3% | +4.8% |
| 3M | +7.6% | -25.8% | +33.4% | +16.4% |
| 6M | -20.1% | -29.6% | +9.6% | -11.9% |
| YTD | +3.0% | +9.6% | -6.6% | -1.0% |
| 1Y | +3.2% | +14.1% | -10.8% | -2.0% |
| 3Y | +48.9% | +95.9% | -47.0% | +19.1% |
| 5Y | +21.1% | +298.3% | -277.3% | -20.2% |
| 10Y | +242.8% | +1,150.1% | -907.3% | +64.0% |
| All | +20,585.6% | +34,277.3% | -13,691.7% | +5,567.4% |
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 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