+335.4%
AVGO vs FTNT
+145.1%
+190.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +1.0% | +1.6% | -0.6% | +0.6% |
| 30D | -13.3% | -1.9% | -11.4% | -13.0% |
| 3M | -2.9% | +14.4% | -17.3% | -6.9% |
| 6M | +5.7% | +88.7% | -82.9% | -13.1% |
| YTD | +4.6% | +100.0% | -95.4% | -15.8% |
| 1Y | -1.6% | +99.9% | -101.5% | -21.0% |
| All | +335.4% | +145.1% | +190.4% | +269.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling