+564.3%
ADBE vs FTNT
+7,383.5%
-6,819.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +1.6% | +7.1% | -5.5% | -0.9% |
| 30D | +1.0% | -30.9% | +31.9% | +13.2% |
| 3M | -10.1% | -23.1% | +13.0% | -3.5% |
| 6M | +3.0% | +8.1% | -5.1% | -2.6% |
| YTD | -30.5% | +60.2% | -90.8% | -43.7% |
| 1Y | -27.1% | +57.0% | -84.1% | -40.5% |
| 3Y | -58.8% | +152.9% | -211.7% | -73.2% |
| 5Y | -63.0% | +85.9% | -148.9% | -74.3% |
| 10Y | +134.5% | +1,896.5% | -1,762.1% | -25.3% |
| All | +564.3% | +7,383.5% | -6,819.2% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling