+475.1%
QCOM vs FTNT
+7,104.1%
-6,629.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.8% |
| 7D | +5.8% | -3.0% | +8.8% | +6.8% |
| 30D | -2.3% | -37.1% | +34.8% | +10.4% |
| 3M | +2.7% | -23.3% | +26.0% | +9.0% |
| 6M | -21.0% | +7.4% | -28.4% | -24.1% |
| YTD | +1.8% | +54.2% | -52.4% | -12.7% |
| 1Y | +2.4% | +49.7% | -47.3% | -11.5% |
| 3Y | +52.1% | +146.6% | -94.4% | +10.1% |
| 5Y | +14.6% | +75.4% | -60.8% | -12.6% |
| 10Y | +230.9% | +1,828.7% | -1,597.8% | +35.8% |
| All | +475.1% | +7,104.1% | -6,629.0% | +65.6% |
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