+263.7%
QCOM vs FTNT
+2,029.1%
-1,765.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | +5.1% | -2.7% | +7.8% | +6.0% |
| 30D | +4.3% | -1.4% | +5.6% | +4.3% |
| 3M | -19.6% | +10.1% | -29.7% | -22.8% |
| 6M | +29.5% | +88.2% | -58.7% | +2.4% |
| YTD | +3.4% | +98.3% | -94.9% | -20.0% |
| 1Y | +10.9% | +96.0% | -85.0% | -14.0% |
| 3Y | +74.8% | +145.8% | -71.0% | +19.0% |
| 5Y | +36.2% | +154.6% | -118.5% | -14.5% |
| 10Y | +263.7% | +2,063.6% | -1,799.9% | +11.3% |
| All | +263.7% | +2,029.1% | -1,765.4% | +11.3% |
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