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  • CAT vs FTNT✓SelectedUSD · FTNTCAT vs FTNT performance historyLatest closeAs of-0.84%09/09
Stock and ETF performance explorer

CAT vs FTNT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,157.1%
FTNT return
+2,069.7%
Excess return
-912.6%
Maximum drawdown
-43.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFTNTExcessAlpha
1D-0.8%-0.2%-0.7%-0.8%
7D+2.9%+1.7%+1.2%+2.6%
30D-2.6%-4.3%+1.6%-2.0%
3M-10.7%+13.6%-24.3%-13.2%
6M+16.1%+87.6%-71.4%+1.3%
YTD+43.2%+98.0%-54.8%+23.2%
1Y+96.8%+96.9%-0.1%+69.3%
3Y+201.4%+145.4%+56.0%+141.4%
5Y+332.7%+153.0%+179.7%+225.6%
10Y+1,157.1%+2,098.3%-941.2%+435.8%
All+1,157.1%+2,069.7%-912.6%+435.8%

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