+75.5%
ASML vs FTNT
+72.2%
+3.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +6.0% |
| 7D | -9.0% | -12.7% | +3.7% | -4.9% |
| 30D | -21.0% | -37.2% | +16.3% | -9.1% |
| 3M | -16.3% | -25.8% | +9.5% | -10.0% |
| 6M | -7.5% | +32.1% | -39.6% | -20.4% |
| YTD | +34.0% | +49.7% | -15.7% | +8.6% |
| 1Y | +39.3% | +47.6% | -8.3% | +13.3% |
| 3Y | +128.9% | +137.2% | -8.4% | +41.5% |
| All | +75.5% | +72.2% | +3.2% | +13.0% |
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