+1,395.4%
ASML vs FTNT
+1,797.8%
-402.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +6.2% |
| 7D | -9.0% | -12.7% | +3.7% | -4.2% |
| 30D | -21.0% | -37.2% | +16.3% | -6.9% |
| 3M | -16.3% | -25.8% | +9.5% | -8.9% |
| 6M | -7.5% | +32.1% | -39.6% | -21.8% |
| YTD | +34.0% | +49.7% | -15.7% | +6.0% |
| 1Y | +39.3% | +47.6% | -8.3% | +10.7% |
| 3Y | +128.9% | +137.2% | -8.4% | +37.1% |
| 5Y | +76.1% | +74.2% | +1.9% | +12.9% |
| All | +1,395.4% | +1,797.8% | -402.4% | +264.7% |
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 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