+38.9%
QCOM vs PANW
+331.7%
-292.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +4.4% | +2.0% | +2.3% | +3.7% |
| 30D | +9.4% | -13.0% | +22.3% | +13.8% |
| 3M | -13.7% | +28.6% | -42.3% | -22.5% |
| 6M | +28.9% | +103.0% | -74.1% | -2.9% |
| YTD | +4.7% | +81.9% | -77.2% | -18.2% |
| 1Y | +13.5% | +69.6% | -56.1% | -9.1% |
| 3Y | +77.1% | +169.4% | -92.3% | +12.8% |
| 5Y | +38.9% | +331.0% | -292.1% | -29.8% |
| All | +38.9% | +331.7% | -292.8% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling