+30.9%
QCOM vs BTDR
+25.2%
+5.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.2% |
| 7D | +3.3% | +20.0% | -16.6% | +1.9% |
| 30D | +7.7% | +11.9% | -4.2% | +6.4% |
| 3M | -30.1% | -36.9% | +6.9% | -28.3% |
| 6M | +22.8% | +56.5% | -33.7% | +17.5% |
| YTD | +0.2% | +10.4% | -10.2% | -2.4% |
| 1Y | +7.9% | +3.1% | +4.8% | +4.3% |
| 3Y | +55.8% | -2.6% | +58.4% | +42.0% |
| All | +30.9% | +25.2% | +5.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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