+250.8%
QCOM vs JPM
+476.8%
-226.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +2.0% | -2.5% | +4.4% | +3.5% |
| 30D | +1.2% | +2.7% | -1.5% | 0.0% |
| 3M | +9.1% | -4.7% | +13.8% | +12.1% |
| 6M | -25.0% | +15.6% | -40.5% | -30.8% |
| YTD | +4.8% | +8.6% | -3.8% | -0.2% |
| 1Y | +3.6% | +10.9% | -7.3% | -2.7% |
| 3Y | +51.5% | +149.9% | -98.4% | -9.1% |
| 5Y | +19.7% | +131.9% | -112.2% | -26.6% |
| All | +250.8% | +476.8% | -226.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 10y: compounded portfolio wealth divided by compounded JPM 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…
10y analysis · Full analysis span regression · 6 months rolling