+30.9%
QCOM vs JCI
+113.2%
-82.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.0% |
| 7D | +3.3% | +3.8% | -0.5% | +0.9% |
| 30D | +7.7% | -5.7% | +13.4% | +11.3% |
| 3M | -30.1% | -1.4% | -28.7% | -29.5% |
| 6M | +22.8% | +4.1% | +18.7% | +19.6% |
| YTD | +0.2% | +21.7% | -21.6% | -11.9% |
| 1Y | +7.9% | +36.1% | -28.3% | -11.9% |
| 3Y | +55.8% | +154.4% | -98.6% | -15.9% |
| All | +30.9% | +113.2% | -82.3% | -22.0% |
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