+38.9%
QCOM vs JBLU
-70.1%
+109.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.0% |
| 7D | +4.4% | -5.6% | +10.0% | +5.6% |
| 30D | +9.4% | -22.3% | +31.7% | +15.2% |
| 3M | -13.7% | -11.0% | -2.7% | -12.3% |
| 6M | +28.9% | -3.1% | +32.0% | +26.7% |
| YTD | +4.7% | -3.7% | +8.5% | +2.0% |
| 1Y | +13.5% | -14.8% | +28.3% | +13.1% |
| 3Y | +77.1% | -15.4% | +92.5% | +50.9% |
| 5Y | +38.9% | -71.4% | +110.3% | +67.7% |
| All | +38.9% | -70.1% | +109.0% | +67.7% |
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