+4,479.5%
ASML vs FTNT
+7,106.5%
-2,627.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -7.6% |
| 7D | -19.0% | -11.9% | -7.1% | -15.5% |
| 30D | -25.9% | -35.9% | +10.0% | -15.2% |
| 3M | -19.1% | -25.4% | +6.3% | -12.8% |
| 6M | -5.7% | +36.2% | -42.0% | -18.5% |
| YTD | +27.6% | +54.3% | -26.7% | +4.4% |
| 1Y | +30.8% | +42.5% | -11.7% | +9.8% |
| 3Y | +116.2% | +142.7% | -26.5% | +43.5% |
| 5Y | +67.7% | +79.5% | -11.9% | +18.4% |
| 10Y | +1,355.3% | +1,883.6% | -528.3% | +386.1% |
| All | +4,479.5% | +7,106.5% | -2,627.0% | +850.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling