+13.6%
QCOM vs PANW
+71.1%
-57.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +4.9% | +2.0% | +3.0% | +4.5% |
| 30D | +9.3% | -11.8% | +21.1% | +12.4% |
| 3M | -7.0% | +28.6% | -35.6% | -15.4% |
| 6M | +32.0% | +104.4% | -72.4% | +1.4% |
| YTD | +5.0% | +83.8% | -78.7% | -15.2% |
| 1Y | +13.6% | +71.5% | -57.9% | +0.3% |
| All | +13.6% | +71.1% | -57.5% | +0.3% |
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