+117.0%
AXP vs FTNT
+143.4%
-26.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -5.8% | +3.7% | -0.9% |
| 30D | -6.5% | -4.8% | -1.8% | -5.8% |
| 3M | +4.6% | +4.4% | +0.2% | +3.1% |
| 6M | +5.4% | +88.8% | -83.4% | -10.4% |
| YTD | -11.1% | +96.8% | -107.9% | -25.4% |
| 1Y | -0.3% | +104.5% | -104.8% | -17.3% |
| 3Y | +111.6% | +156.8% | -45.2% | +62.7% |
| All | +117.0% | +143.4% | -26.4% | +58.0% |
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