+485.6%
QCOM vs BTG
+378.0%
+107.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.0% | +3.3% |
| 7D | +5.1% | +4.8% | +0.3% | +4.7% |
| 30D | +4.3% | +8.3% | -4.1% | +3.7% |
| 3M | -19.6% | +32.3% | -51.9% | -21.2% |
| 6M | +29.5% | +3.0% | +26.5% | +28.7% |
| YTD | +3.4% | +21.9% | -18.5% | +1.7% |
| 1Y | +10.9% | +28.2% | -17.3% | +8.6% |
| 3Y | +74.8% | +99.9% | -25.1% | +66.2% |
| 5Y | +36.2% | +73.6% | -37.4% | +29.7% |
| 10Y | +263.7% | +136.5% | +127.2% | +241.3% |
| All | +485.6% | +378.0% | +107.6% | +506.2% |
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