+7.9%
QCOM vs PANW
+74.0%
-66.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -10.3% | +13.6% | +5.9% |
| 30D | +7.7% | -8.1% | +15.8% | +9.3% |
| 3M | -30.1% | +19.3% | -49.4% | -34.9% |
| 6M | +22.8% | +110.2% | -87.3% | -6.8% |
| YTD | +0.2% | +80.9% | -80.7% | -18.8% |
| 1Y | +7.9% | +73.3% | -65.4% | -2.8% |
| All | +7.9% | +74.0% | -66.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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