+5,681.1%
ASML vs FTNT
+9,093.5%
-3,412.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -5.8% | +7.0% | +3.1% |
| 30D | +2.2% | -4.8% | +7.0% | +3.4% |
| 3M | -2.3% | +4.4% | -6.7% | -4.5% |
| 6M | +23.0% | +88.8% | -65.8% | -3.6% |
| YTD | +61.1% | +96.8% | -35.8% | +23.8% |
| 1Y | +129.1% | +104.5% | +24.6% | +73.5% |
| 3Y | +165.4% | +156.8% | +8.6% | +76.2% |
| 5Y | +109.5% | +144.1% | -34.6% | +36.0% |
| 10Y | +1,645.7% | +2,021.8% | -376.1% | +472.1% |
| All | +5,681.1% | +9,093.5% | -3,412.5% | +1,027.3% |
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 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