+14.1%
QCOM vs JPM
+134.4%
-120.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.2% |
| 7D | +4.3% | +3.5% | +0.8% | +2.1% |
| 30D | -0.1% | +3.3% | -3.3% | -1.7% |
| 3M | +5.2% | -4.2% | +9.4% | +8.0% |
| 6M | -18.4% | +16.4% | -34.7% | -25.6% |
| YTD | +2.4% | +9.5% | -7.1% | -3.6% |
| 1Y | +0.9% | +14.0% | -13.1% | -7.6% |
| 3Y | +48.4% | +153.1% | -104.7% | -18.9% |
| All | +14.1% | +134.4% | -120.3% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling