+11.2%
QCOM vs JCI
+95.9%
-84.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +3.9% |
| 7D | +0.4% | -9.4% | +9.8% | +6.3% |
| 30D | -6.6% | -13.4% | +6.8% | +1.7% |
| 3M | +3.7% | -12.4% | +16.1% | +11.7% |
| 6M | -13.3% | -5.1% | -8.2% | -10.8% |
| YTD | -1.8% | +13.7% | -15.5% | -10.2% |
| 1Y | -2.5% | +11.4% | -13.9% | -9.8% |
| 3Y | +47.0% | +175.9% | -128.9% | -25.2% |
| All | +11.2% | +95.9% | -84.7% | -29.0% |
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