+2,660.6%
AVGO vs FTNT
+1,887.8%
+772.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.1% |
| 7D | +18.2% | +7.1% | +11.1% | +15.4% |
| 30D | +0.2% | -30.9% | +31.1% | +13.5% |
| 3M | -16.8% | -23.1% | +6.3% | -10.0% |
| 6M | -16.5% | +8.1% | -24.6% | -21.0% |
| YTD | +0.8% | +60.2% | -59.4% | -19.6% |
| 1Y | +2.8% | +57.0% | -54.2% | -17.5% |
| 3Y | +278.5% | +152.9% | +125.6% | +141.3% |
| 5Y | +573.1% | +85.9% | +487.2% | +347.8% |
| All | +2,660.6% | +1,887.8% | +772.8% | +565.2% |
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