+335.8%
QCOM vs PANW
+3,405.8%
-3,070.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +4.3% | +2.7% | +1.6% | +3.5% |
| 30D | -0.1% | -14.1% | +14.0% | +4.3% |
| 3M | +5.2% | -18.6% | +23.9% | +10.2% |
| 6M | -18.4% | +41.5% | -59.8% | -28.0% |
| YTD | +2.4% | +74.9% | -72.5% | -15.6% |
| 1Y | +0.9% | +57.4% | -56.5% | -14.3% |
| 3Y | +48.4% | +152.1% | -103.7% | +6.7% |
| 5Y | +16.6% | +275.3% | -258.7% | -27.0% |
| 10Y | +237.8% | +1,139.3% | -901.5% | +53.9% |
| All | +335.8% | +3,405.8% | -3,070.0% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling