+365.7%
ALAB vs FTNT
+132.3%
+233.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.2% |
| 7D | +3.2% | -2.7% | +5.9% | +4.2% |
| 30D | -13.6% | -1.4% | -12.2% | -13.2% |
| 3M | -16.6% | +10.1% | -26.7% | -19.0% |
| 6M | +142.3% | +88.2% | +54.1% | +92.0% |
| YTD | +73.6% | +98.3% | -24.7% | +34.1% |
| 1Y | +33.7% | +96.0% | -62.3% | +4.5% |
| All | +365.7% | +132.3% | +233.4% | +366.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling