+2,770.9%
AVGO vs FTNT
+2,095.7%
+675.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | +1.1% | -0.1% | +1.3% | +1.2% |
| 30D | -13.0% | -3.0% | -10.0% | -12.2% |
| 3M | -6.0% | +7.6% | -13.6% | -9.1% |
| 6M | +6.4% | +87.0% | -80.6% | -17.9% |
| YTD | +5.0% | +96.5% | -91.6% | -20.8% |
| 1Y | +1.4% | +92.9% | -91.5% | -23.2% |
| 3Y | +336.8% | +139.8% | +197.0% | +192.3% |
| 5Y | +698.2% | +151.3% | +546.9% | +381.6% |
| All | +2,770.9% | +2,095.7% | +675.3% | +624.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling