+19.7%
QCOM vs BTG
+33.0%
-13.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.5% |
| 30D | +1.2% | -1.1% | +2.4% | +1.3% |
| 3M | +9.1% | +2.5% | +6.6% | +8.0% |
| 6M | -25.0% | -3.1% | -21.9% | -25.6% |
| YTD | +4.8% | +16.3% | -11.5% | -0.2% |
| 1Y | +3.6% | +27.6% | -24.0% | -3.0% |
| 3Y | +51.5% | +89.5% | -38.1% | +27.4% |
| 5Y | +19.7% | +33.6% | -13.9% | +17.9% |
| All | +19.7% | +33.0% | -13.3% | +17.9% |
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