+15.8%
BABA vs FTNT
+1,879.8%
-1,864.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.4% |
| 7D | +3.8% | -3.0% | +6.8% | +4.4% |
| 30D | -5.4% | -37.1% | +31.7% | +4.3% |
| 3M | -17.9% | -23.3% | +5.3% | -14.3% |
| 6M | -24.1% | +7.4% | -31.4% | -27.4% |
| YTD | -27.4% | +54.2% | -81.7% | -37.5% |
| 1Y | -36.1% | +49.7% | -85.8% | -44.6% |
| 3Y | +35.4% | +146.6% | -111.2% | -3.3% |
| 5Y | -30.1% | +75.4% | -105.5% | -48.2% |
| 10Y | +15.8% | +1,828.7% | -1,812.8% | -62.7% |
| All | +15.8% | +1,879.8% | -1,864.0% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling