-36.3%
BABA vs FTNT
+55.7%
-92.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.8% | -1.2% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | -8.4% | -33.6% | +25.2% | -7.7% |
| 3M | -20.6% | -20.9% | +0.3% | -20.1% |
| 6M | -25.4% | +11.0% | -36.3% | -25.5% |
| YTD | -30.1% | +61.3% | -91.4% | -29.9% |
| 1Y | -36.3% | +53.1% | -89.4% | -35.9% |
| All | -36.3% | +55.7% | -92.0% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling