+2.3%
QCOM vs JBLU
-12.5%
+14.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.9% | -6.6% | +3.1% |
| 7D | -5.3% | +24.9% | -30.3% | -9.1% |
| 30D | -4.2% | -12.3% | +8.1% | -2.5% |
| 3M | +7.0% | -44.5% | +51.5% | +17.2% |
| 6M | +3.8% | -25.7% | +29.5% | +7.9% |
| YTD | +2.8% | -21.8% | +24.6% | +1.8% |
| 1Y | +2.3% | -12.7% | +15.0% | -4.9% |
| All | +2.3% | -12.5% | +14.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1y: compounded portfolio wealth divided by compounded JBLU 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…
1y analysis · Full analysis span regression · 6 months rolling