+1,504.8%
ASML vs FTNT
+1,879.8%
-375.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.2% | +5.0% |
| 7D | -0.8% | -3.0% | +2.1% | +0.4% |
| 30D | -14.9% | -37.1% | +22.2% | +0.2% |
| 3M | -13.0% | -23.3% | +10.3% | -6.4% |
| 6M | -4.7% | +7.4% | -12.1% | -11.1% |
| YTD | +42.3% | +54.2% | -11.9% | +11.4% |
| 1Y | +49.7% | +49.7% | 0.0% | +18.5% |
| 3Y | +144.3% | +146.6% | -2.3% | +44.1% |
| 5Y | +86.4% | +75.4% | +10.9% | +19.4% |
| 10Y | +1,504.8% | +1,828.7% | -323.8% | +287.1% |
| All | +1,504.8% | +1,879.8% | -375.0% | +287.1% |
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