+465.9%
QCOM vs FTNT
+9,093.5%
-8,627.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -5.8% | +9.2% | +5.1% |
| 30D | +7.7% | -4.8% | +12.5% | +8.8% |
| 3M | -30.1% | +4.4% | -34.5% | -31.2% |
| 6M | +22.8% | +88.8% | -65.9% | +1.0% |
| YTD | +0.2% | +96.8% | -96.6% | -18.8% |
| 1Y | +7.9% | +104.5% | -96.6% | -13.7% |
| 3Y | +55.8% | +156.8% | -100.9% | +12.5% |
| 5Y | +30.1% | +144.1% | -114.0% | -8.6% |
| 10Y | +248.9% | +2,021.8% | -1,772.9% | +39.2% |
| All | +465.9% | +9,093.5% | -8,627.6% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling