+711.1%
AVGO vs FTNT
+154.2%
+556.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | -13.7% | -4.3% | -9.5% | -12.7% |
| 3M | -6.9% | +13.6% | -20.5% | -11.1% |
| 6M | +5.8% | +87.6% | -81.8% | -15.3% |
| YTD | +5.7% | +98.0% | -92.3% | -17.2% |
| 1Y | +9.0% | +96.9% | -87.9% | -14.7% |
| 3Y | +340.5% | +145.4% | +195.1% | +215.0% |
| 5Y | +711.1% | +153.0% | +558.1% | +425.5% |
| All | +711.1% | +154.2% | +556.8% | +425.5% |
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