-16.5%
AVGO vs FTNT
+12.4%
-28.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.3% |
| 7D | +18.2% | +7.1% | +11.1% | +16.3% |
| 30D | +0.2% | -30.9% | +31.1% | +7.4% |
| 3M | -16.8% | -23.1% | +6.3% | -13.1% |
| 6M | -16.5% | +8.1% | -24.6% | -26.4% |
| All | -16.5% | +12.4% | -28.8% | -26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling