+1,449.5%
QCOM vs JBLU
-58.4%
+1,507.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -3.5% | +6.9% | +4.0% |
| 30D | +7.7% | -27.2% | +34.9% | +14.2% |
| 3M | -30.1% | -4.3% | -25.7% | -30.0% |
| 6M | +22.8% | -8.3% | +31.2% | +22.4% |
| YTD | +0.2% | +1.8% | -1.6% | -2.9% |
| 1Y | +7.9% | -9.0% | +16.9% | +6.5% |
| 3Y | +55.8% | -21.9% | +77.7% | +44.2% |
| 5Y | +30.1% | -69.0% | +99.1% | +41.3% |
| 10Y | +248.9% | -70.8% | +319.7% | +252.0% |
| All | +1,449.5% | -58.4% | +1,507.8% | +1,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling