+22.3%
QCOM vs BTSG
+421.3%
-399.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.5% |
| 7D | +5.1% | +5.7% | -0.7% | +3.8% |
| 30D | +4.3% | +0.2% | +4.1% | +4.1% |
| 3M | -19.6% | +5.6% | -25.3% | -21.0% |
| 6M | +29.5% | +50.8% | -21.3% | +17.6% |
| YTD | +3.4% | +67.0% | -63.7% | -8.3% |
| 1Y | +10.9% | +145.5% | -134.6% | -9.8% |
| All | +22.3% | +421.3% | -399.0% | -18.6% |
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