+242.6%
QCOM vs PANW
+1,136.6%
-894.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +4.3% | +2.7% | +1.6% | +3.3% |
| 30D | -0.1% | -14.1% | +14.0% | +5.1% |
| 3M | +5.2% | -18.6% | +23.9% | +11.1% |
| 6M | -18.4% | +41.5% | -59.8% | -30.1% |
| YTD | +2.4% | +74.9% | -72.5% | -19.4% |
| 1Y | +0.9% | +57.4% | -56.5% | -17.6% |
| 3Y | +48.4% | +152.1% | -103.7% | -2.3% |
| 5Y | +16.6% | +275.3% | -258.7% | -36.4% |
| All | +242.6% | +1,136.6% | -894.0% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling