+251.9%
QCOM vs BTI
+128.6%
+123.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | -3.2% | +16.2% | +14.0% |
| 30D | +0.2% | +9.7% | -9.5% | -2.7% |
| 3M | +9.2% | +11.1% | -1.8% | +5.5% |
| 6M | -15.0% | -1.2% | -13.8% | -15.6% |
| YTD | +5.2% | +12.7% | -7.5% | -0.7% |
| 1Y | +2.4% | +15.8% | -13.4% | -4.3% |
| 3Y | +52.0% | +148.9% | -96.9% | +4.2% |
| 5Y | +19.7% | +151.9% | -132.2% | -19.2% |
| All | +251.9% | +128.6% | +123.3% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling