-47.2%
CMCSA vs FTNT
+151.3%
-198.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -4.9% | -0.1% | -4.7% | -4.9% |
| 30D | -1.1% | -3.0% | +1.9% | -0.9% |
| 3M | +6.6% | +7.6% | -1.0% | +5.3% |
| 6M | -15.5% | +87.0% | -102.4% | -22.7% |
| YTD | -6.7% | +96.5% | -103.2% | -15.4% |
| 1Y | -15.6% | +92.9% | -108.5% | -23.4% |
| 3Y | -33.7% | +139.8% | -173.5% | -42.6% |
| All | -47.2% | +151.3% | -198.5% | -57.7% |
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