+1,081.2%
QCOM vs JHX
+2,357.9%
-1,276.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.6% |
| 7D | +5.1% | +4.5% | +0.5% | +3.8% |
| 30D | +4.3% | -1.2% | +5.5% | +4.5% |
| 3M | -19.6% | +32.8% | -52.4% | -25.5% |
| 6M | +29.5% | +41.2% | -11.7% | +17.5% |
| YTD | +3.4% | +43.9% | -40.5% | -6.9% |
| 1Y | +10.9% | +48.0% | -37.1% | -1.6% |
| 3Y | +74.8% | +1.2% | +73.6% | +61.3% |
| 5Y | +36.2% | -22.6% | +58.8% | +32.0% |
| 10Y | +263.7% | +111.5% | +152.3% | +170.2% |
| All | +1,081.2% | +2,357.9% | -1,276.7% | +570.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling