+31,711.5%
AVGO vs FTNT
+9,093.5%
+22,618.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -3.0% | -5.8% | +2.9% | -1.1% |
| 30D | -14.4% | -4.8% | -9.7% | -13.2% |
| 3M | -14.4% | +4.4% | -18.9% | -16.1% |
| 6M | +13.1% | +88.8% | -75.6% | -11.0% |
| YTD | +3.8% | +96.8% | -93.0% | -19.8% |
| 1Y | +17.8% | +104.5% | -86.7% | -10.3% |
| 3Y | +325.3% | +156.8% | +168.5% | +188.1% |
| 5Y | +689.9% | +144.1% | +545.9% | +412.2% |
| 10Y | +2,597.0% | +2,021.8% | +575.2% | +718.2% |
| All | +31,711.5% | +9,093.5% | +22,618.0% | +5,733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling