+1,580.6%
ASML vs FTNT
+1,951.6%
-371.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.4% |
| 7D | +2.5% | -1.0% | +3.5% | +3.0% |
| 30D | -12.2% | -33.6% | +21.4% | +1.2% |
| 3M | -14.6% | -20.9% | +6.3% | -9.2% |
| 6M | -1.7% | +11.0% | -12.7% | -9.5% |
| YTD | +44.3% | +61.3% | -17.0% | +11.0% |
| 1Y | +51.0% | +53.1% | -2.1% | +18.6% |
| 3Y | +137.6% | +152.1% | -14.5% | +39.2% |
| 5Y | +92.7% | +90.1% | +2.6% | +19.3% |
| 10Y | +1,580.6% | +1,910.4% | -329.8% | +299.4% |
| All | +1,580.6% | +1,951.6% | -371.0% | +299.4% |
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