+46.1%
ASML vs FTNT
+49.6%
-3.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.6% |
| 7D | -10.0% | -25.7% | +15.7% | -9.2% |
| 30D | -19.4% | -29.7% | +10.3% | -18.6% |
| 3M | -12.5% | -23.1% | +10.6% | -11.4% |
| 6M | +8.2% | +45.0% | -36.8% | +9.8% |
| YTD | +40.7% | +62.9% | -22.2% | +42.2% |
| 1Y | +46.1% | +51.8% | -5.7% | +49.6% |
| All | +46.1% | +49.6% | -3.4% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling