+24.4%
QCOM vs BTSG
+495.4%
-471.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +13.0% | +8.5% | +4.5% | +11.3% |
| 30D | +0.2% | +14.0% | -13.9% | -2.5% |
| 3M | +9.2% | +19.7% | -10.5% | +5.0% |
| 6M | -15.0% | +28.7% | -43.7% | -19.9% |
| YTD | +5.2% | +90.8% | -85.6% | -9.3% |
| 1Y | +2.4% | +112.4% | -110.0% | -14.0% |
| All | +24.4% | +495.4% | -471.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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