+51,614.1%
QCOM vs BTI
+7,284.4%
+44,329.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | +5.5% | -0.1% | +5.7% | +5.5% |
| 30D | -1.1% | +9.6% | -10.7% | -3.4% |
| 3M | +7.6% | +8.3% | -0.7% | +5.3% |
| 6M | -20.1% | +7.5% | -27.6% | -22.3% |
| YTD | +3.0% | +12.3% | -9.2% | -1.1% |
| 1Y | +3.2% | +16.2% | -13.0% | -1.8% |
| 3Y | +48.9% | +148.0% | -99.1% | +16.1% |
| 5Y | +21.1% | +153.2% | -132.2% | -6.5% |
| 10Y | +242.8% | +128.2% | +114.5% | +166.5% |
| All | +51,614.1% | +7,284.4% | +44,329.7% | +20,002.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling