+1,534.9%
ASML vs FTNT
+1,844.8%
-309.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -2.9% | -3.5% | +0.7% | -1.4% |
| 30D | -15.2% | -36.5% | +21.4% | -0.5% |
| 3M | -12.9% | -24.7% | +11.8% | -5.6% |
| 6M | -5.0% | +8.3% | -13.4% | -11.8% |
| YTD | +41.8% | +55.6% | -13.8% | +10.6% |
| 1Y | +46.0% | +50.2% | -4.1% | +15.5% |
| 3Y | +133.5% | +143.2% | -9.7% | +38.7% |
| 5Y | +93.0% | +85.5% | +7.5% | +20.6% |
| 10Y | +1,534.9% | +1,868.3% | -333.4% | +294.1% |
| All | +1,534.9% | +1,844.8% | -309.8% | +294.1% |
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