-28.3%
BABA vs FTNT
+72.2%
-100.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.8% |
| 7D | +11.6% | -12.7% | +24.3% | +14.2% |
| 30D | +2.3% | -37.2% | +39.5% | +10.7% |
| 3M | -13.7% | -25.8% | +12.1% | -10.1% |
| 6M | -21.9% | +32.1% | -54.0% | -28.5% |
| YTD | -24.6% | +49.7% | -74.3% | -33.3% |
| 1Y | -34.1% | +47.6% | -81.7% | -41.6% |
| 3Y | +36.3% | +137.2% | -101.0% | +1.3% |
| All | -28.3% | +72.2% | -100.5% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling