+495.9%
QCOM vs BTG
+336.6%
+159.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.6% | +0.6% |
| 7D | +13.0% | -5.9% | +18.9% | +13.4% |
| 30D | +0.2% | -5.0% | +5.1% | +0.4% |
| 3M | +9.2% | -4.5% | +13.7% | +9.4% |
| 6M | -15.0% | -7.0% | -8.0% | -14.9% |
| YTD | +5.2% | +11.4% | -6.2% | +4.0% |
| 1Y | +2.4% | +20.1% | -17.8% | +0.8% |
| 3Y | +52.0% | +81.5% | -29.5% | +45.3% |
| 5Y | +19.7% | +32.1% | -12.4% | +15.5% |
| 10Y | +246.9% | +166.4% | +80.5% | +225.8% |
| All | +495.9% | +336.6% | +159.3% | +520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling