+144.3%
ASML vs FTNT
+142.5%
+1.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.2% | +5.6% |
| 7D | -0.8% | -3.0% | +2.1% | -0.2% |
| 30D | -14.9% | -37.1% | +22.2% | -7.9% |
| 3M | -13.0% | -23.3% | +10.3% | -9.9% |
| 6M | -4.7% | +7.4% | -12.1% | -8.4% |
| YTD | +42.3% | +54.2% | -11.9% | +24.7% |
| 1Y | +49.7% | +49.7% | 0.0% | +32.1% |
| 3Y | +144.3% | +146.6% | -2.3% | +76.9% |
| All | +144.3% | +142.5% | +1.8% | +76.9% |
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