+47.0%
QCOM vs JPM
+149.0%
-102.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +6.0% |
| 7D | +0.4% | -0.8% | +1.1% | +1.1% |
| 30D | -6.6% | +1.5% | -8.1% | -7.1% |
| 3M | +3.7% | -5.7% | +9.3% | +7.2% |
| 6M | -13.3% | +7.2% | -20.5% | -17.0% |
| YTD | -1.8% | +5.8% | -7.6% | -5.2% |
| 1Y | -2.5% | +8.8% | -11.3% | -7.7% |
| 3Y | +47.0% | +147.4% | -100.4% | -19.0% |
| All | +47.0% | +149.0% | -102.0% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling