+7.9%
QCOM vs JHX
+56.2%
-48.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | +3.3% | +1.5% | +1.8% | +3.0% |
| 30D | +7.7% | +7.2% | +0.5% | +6.1% |
| 3M | -30.1% | +29.9% | -60.0% | -34.0% |
| 6M | +22.8% | +35.4% | -12.5% | +12.9% |
| YTD | +0.2% | +46.5% | -46.3% | -7.5% |
| 1Y | +7.9% | +55.5% | -47.7% | 0.0% |
| All | +7.9% | +56.2% | -48.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling