+11.7%
BABA vs FTNT
+1,887.8%
-1,876.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -13.8% | +7.1% | -20.8% | -15.2% |
| 30D | -15.1% | -30.9% | +15.8% | -8.5% |
| 3M | -22.7% | -23.1% | +0.4% | -19.3% |
| 6M | -34.7% | +8.1% | -42.8% | -37.6% |
| YTD | -35.0% | +60.2% | -95.2% | -44.6% |
| 1Y | -40.4% | +57.0% | -97.4% | -48.9% |
| 3Y | +21.9% | +152.9% | -131.0% | -13.3% |
| 5Y | -39.9% | +85.9% | -125.8% | -56.1% |
| All | +11.7% | +1,887.8% | -1,876.1% | -64.1% |
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 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