+40.9%
QCOM vs JOBY
-42.1%
+83.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +4.9% | -8.2% | +13.1% | +6.4% |
| 30D | +9.3% | -25.1% | +34.4% | +14.5% |
| 3M | -7.0% | -28.8% | +21.8% | -2.0% |
| 6M | +32.0% | -36.1% | +68.2% | +41.4% |
| YTD | +5.0% | -52.2% | +57.2% | +16.6% |
| 1Y | +13.6% | -52.4% | +66.0% | +24.8% |
| 3Y | +77.6% | -13.6% | +91.1% | +64.8% |
| 5Y | +38.2% | -32.2% | +70.4% | +18.1% |
| All | +40.9% | -42.1% | +83.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded JOBY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling