+20.5%
QCOM vs BTSG
+476.3%
-455.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.1% |
| 7D | +5.8% | +4.4% | +1.4% | +5.1% |
| 30D | -2.3% | +8.5% | -10.8% | -3.9% |
| 3M | +2.7% | +10.8% | -8.1% | +0.3% |
| 6M | -21.0% | +26.1% | -47.1% | -25.3% |
| YTD | +1.8% | +84.6% | -82.8% | -11.7% |
| 1Y | +2.4% | +108.7% | -106.2% | -13.6% |
| All | +20.5% | +476.3% | -455.8% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling