+19.7%
QCOM vs JBLU
-74.1%
+93.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.0% | +12.9% | -11.0% | -0.7% |
| 30D | +1.2% | +11.0% | -9.8% | -1.9% |
| 3M | +9.1% | -30.8% | +39.9% | +17.0% |
| 6M | -25.0% | -19.0% | -6.0% | -22.9% |
| YTD | +4.8% | -11.6% | +16.5% | +3.2% |
| 1Y | +3.6% | -7.4% | +11.0% | +0.7% |
| 3Y | +51.5% | +3.9% | +47.6% | +17.3% |
| 5Y | +19.7% | -73.9% | +93.6% | +50.4% |
| All | +19.7% | -74.1% | +93.8% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling