+1,526.6%
QCOM vs JBLU
-65.7%
+1,592.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +1.3% |
| 7D | +13.0% | +9.2% | +3.8% | +11.1% |
| 30D | +0.2% | +13.7% | -13.6% | -3.0% |
| 3M | +9.2% | -34.1% | +43.3% | +17.2% |
| 6M | -15.0% | -19.5% | +4.4% | -12.9% |
| YTD | +5.2% | -16.3% | +21.4% | +5.0% |
| 1Y | +2.4% | -13.4% | +15.8% | +1.4% |
| 3Y | +52.0% | -1.6% | +53.5% | +33.6% |
| 5Y | +19.7% | -74.9% | +94.6% | +34.7% |
| 10Y | +246.9% | -80.2% | +327.1% | +274.7% |
| All | +1,526.6% | -65.7% | +1,592.3% | +1,092.7% |
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 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