-12.7%
CMCSA vs FTNT
+104.9%
-117.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -5.8% | +3.7% | -2.3% |
| 30D | +7.0% | -4.8% | +11.8% | +6.9% |
| 3M | +15.1% | +4.4% | +10.7% | +15.1% |
| 6M | -15.4% | +88.8% | -104.1% | -14.1% |
| YTD | -1.9% | +96.8% | -98.7% | -0.8% |
| 1Y | -12.7% | +104.5% | -117.2% | -11.6% |
| All | -12.7% | +104.9% | -117.7% | -11.6% |
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