+37.1%
QCOM vs FTNT
+154.6%
-117.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | +5.1% | -2.7% | +7.8% | +5.9% |
| 30D | +4.3% | -1.4% | +5.6% | +4.3% |
| 3M | -19.6% | +10.1% | -29.7% | -22.7% |
| 6M | +29.5% | +88.2% | -58.7% | +3.4% |
| YTD | +3.4% | +98.3% | -94.9% | -19.2% |
| 1Y | +10.9% | +96.0% | -85.0% | -13.1% |
| 3Y | +74.8% | +145.8% | -71.0% | +21.0% |
| All | +37.1% | +154.6% | -117.6% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling