+14.1%
QCOM vs JCI
+96.3%
-82.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -1.3% |
| 7D | +4.3% | +3.2% | +1.1% | +2.3% |
| 30D | -0.1% | -8.6% | +8.5% | +5.4% |
| 3M | +5.2% | -7.7% | +13.0% | +10.0% |
| 6M | -18.4% | -2.6% | -15.8% | -17.3% |
| YTD | +2.4% | +17.4% | -15.0% | -8.2% |
| 1Y | +0.9% | +16.9% | -16.0% | -9.4% |
| 3Y | +48.4% | +186.7% | -138.4% | -26.4% |
| All | +14.1% | +96.3% | -82.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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