+272.2%
QCOM vs PANW
+1,311.5%
-1,039.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +4.9% | +2.0% | +3.0% | +4.2% |
| 30D | +9.3% | -11.8% | +21.1% | +13.3% |
| 3M | -7.0% | +28.6% | -35.6% | -16.3% |
| 6M | +32.0% | +104.4% | -72.4% | -0.4% |
| YTD | +5.0% | +83.8% | -78.7% | -18.0% |
| 1Y | +13.6% | +71.5% | -57.9% | -9.2% |
| 3Y | +77.6% | +172.2% | -94.6% | +14.6% |
| 5Y | +38.2% | +332.2% | -294.0% | -27.7% |
| All | +272.2% | +1,311.5% | -1,039.3% | +21.0% |
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