+15.2%
BABA vs FTNT
+2,095.7%
-2,080.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | +1.1% |
| 7D | -3.5% | -0.1% | -3.3% | -3.5% |
| 30D | -12.7% | -3.0% | -9.7% | -12.5% |
| 3M | -3.0% | +7.6% | -10.6% | -5.4% |
| 6M | -19.1% | +87.0% | -106.0% | -32.0% |
| YTD | -24.7% | +96.5% | -121.3% | -37.9% |
| 1Y | -29.0% | +92.9% | -122.0% | -41.3% |
| 3Y | +30.9% | +139.8% | -108.9% | -3.0% |
| 5Y | -30.9% | +151.3% | -182.2% | -52.7% |
| All | +15.2% | +2,095.7% | -2,080.5% | -61.2% |
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