+128.9%
ASML vs FTNT
+137.3%
-8.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +5.6% |
| 7D | -9.0% | -12.7% | +3.7% | -6.7% |
| 30D | -21.0% | -37.2% | +16.3% | -14.5% |
| 3M | -16.3% | -25.8% | +9.5% | -12.8% |
| 6M | -7.5% | +32.1% | -39.6% | -15.3% |
| YTD | +34.0% | +49.7% | -15.7% | +18.0% |
| 1Y | +39.3% | +47.6% | -8.3% | +23.0% |
| 3Y | +128.9% | +137.2% | -8.4% | +67.1% |
| All | +128.9% | +137.3% | -8.4% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling