+251.9%
QCOM vs FTNT
+1,924.1%
-1,672.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +13.0% | +5.7% | +7.3% | +10.8% |
| 30D | +0.2% | -32.1% | +32.3% | +12.9% |
| 3M | +9.2% | -19.5% | +28.7% | +15.2% |
| 6M | -15.0% | +13.8% | -28.8% | -21.0% |
| YTD | +5.2% | +63.1% | -57.9% | -14.8% |
| 1Y | +2.4% | +57.7% | -55.4% | -16.2% |
| 3Y | +52.0% | +154.9% | -102.9% | -0.4% |
| 5Y | +19.7% | +89.3% | -69.6% | -18.4% |
| All | +251.9% | +1,924.1% | -1,672.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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