+10.9%
QCOM vs FTNT
+98.9%
-88.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | +5.1% | -2.7% | +7.8% | +5.8% |
| 30D | +4.3% | -1.4% | +5.6% | +4.3% |
| 3M | -19.6% | +10.1% | -29.7% | -22.4% |
| 6M | +29.5% | +88.2% | -58.7% | +8.6% |
| YTD | +3.4% | +98.3% | -94.9% | -15.0% |
| 1Y | +10.9% | +96.0% | -85.0% | -4.5% |
| All | +10.9% | +98.9% | -88.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling