+0.9%
QCOM vs FTNT
+56.2%
-55.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | +4.3% | +7.1% | -2.8% | +2.7% |
| 30D | -0.1% | -30.9% | +30.8% | +7.2% |
| 3M | +5.2% | -23.1% | +28.3% | +9.6% |
| 6M | -18.4% | +8.1% | -26.4% | -22.2% |
| YTD | +2.4% | +60.2% | -57.8% | -9.5% |
| 1Y | +0.9% | +57.0% | -56.1% | -10.5% |
| All | +0.9% | +56.2% | -55.3% | -10.5% |
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