-35.9%
BABA vs FTNT
+48.8%
-84.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -3.7% |
| 7D | +3.8% | -3.0% | +6.8% | +3.8% |
| 30D | -5.4% | -37.1% | +31.7% | -4.8% |
| 3M | -17.9% | -23.3% | +5.3% | -17.5% |
| 6M | -24.1% | +7.4% | -31.4% | -24.1% |
| YTD | -27.4% | +54.2% | -81.7% | -27.0% |
| All | -35.9% | +48.8% | -84.7% | -35.5% |
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