+230.9%
QCOM vs JPM
+521.2%
-290.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.4% |
| 7D | +5.8% | +0.4% | +5.4% | +5.8% |
| 30D | -2.3% | +2.7% | -5.0% | -3.5% |
| 3M | +2.7% | -3.8% | +6.5% | +5.0% |
| 6M | -21.0% | +14.3% | -35.3% | -26.7% |
| YTD | +1.8% | +8.2% | -6.4% | -2.9% |
| 1Y | +2.4% | +11.0% | -8.5% | -3.8% |
| 3Y | +52.1% | +152.7% | -100.5% | -8.7% |
| 5Y | +14.6% | +130.8% | -116.2% | -29.2% |
| 10Y | +230.9% | +506.0% | -275.1% | +50.6% |
| All | +230.9% | +521.2% | -290.3% | +50.6% |
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