+82.7%
ASML vs FTNT
+84.5%
-1.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | +4.9% | +7.1% | -2.1% | +2.7% |
| 30D | -9.3% | -30.9% | +21.6% | +1.0% |
| 3M | -19.0% | -23.1% | +4.1% | -13.8% |
| 6M | -5.2% | +8.1% | -13.3% | -11.2% |
| YTD | +40.6% | +60.2% | -19.6% | +11.5% |
| 1Y | +47.5% | +57.0% | -9.5% | +17.8% |
| 3Y | +133.9% | +152.9% | -19.1% | +41.9% |
| All | +82.7% | +84.5% | -1.8% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling