+148.0%
ADBE vs FTNT
+2,134.8%
-1,986.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -12.9% | +1.6% | -14.5% | -13.5% |
| 30D | -5.6% | -1.9% | -3.8% | -5.1% |
| 3M | +6.6% | +14.4% | -7.8% | -0.3% |
| 6M | -9.6% | +88.7% | -98.2% | -32.7% |
| YTD | -28.9% | +100.0% | -128.9% | -48.6% |
| 1Y | -28.9% | +99.9% | -128.8% | -48.7% |
| 3Y | -55.6% | +147.9% | -203.5% | -73.0% |
| 5Y | -62.2% | +155.8% | -218.0% | -79.1% |
| All | +148.0% | +2,134.8% | -1,986.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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