+603.5%
AVGO vs FTNT
+87.9%
+515.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.2% |
| 7D | +25.0% | +5.7% | +19.2% | +22.9% |
| 30D | +2.0% | -32.1% | +34.1% | +13.9% |
| 3M | -12.3% | -19.5% | +7.2% | -7.6% |
| 6M | -12.8% | +13.8% | -26.6% | -18.3% |
| YTD | +5.9% | +63.1% | -57.3% | -13.2% |
| 1Y | +3.3% | +57.7% | -54.4% | -14.4% |
| 3Y | +293.1% | +154.9% | +138.2% | +172.0% |
| All | +603.5% | +87.9% | +515.7% | +391.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling