+10.9%
QCOM vs JPM
+22.2%
-11.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.8% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +4.3% | -1.1% | +5.4% | +4.7% |
| 3M | -19.6% | +14.1% | -33.8% | -24.9% |
| 6M | +29.5% | +23.3% | +6.2% | +15.7% |
| YTD | +3.4% | +11.3% | -7.9% | -1.9% |
| 1Y | +10.9% | +23.0% | -12.1% | +1.3% |
| All | +10.9% | +22.2% | -11.3% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling