+36.2%
QCOM vs BTG
+72.2%
-36.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.0% | +3.7% |
| 7D | +5.1% | +4.8% | +0.3% | +4.0% |
| 30D | +4.3% | +8.3% | -4.1% | +2.4% |
| 3M | -19.6% | +32.3% | -51.9% | -24.5% |
| 6M | +29.5% | +3.0% | +26.5% | +26.8% |
| YTD | +3.4% | +21.9% | -18.5% | -2.2% |
| 1Y | +10.9% | +28.2% | -17.3% | +3.1% |
| 3Y | +74.8% | +99.9% | -25.1% | +45.9% |
| 5Y | +36.2% | +73.6% | -37.4% | +16.8% |
| All | +36.2% | +72.2% | -36.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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