+449.1%
CMCSA vs FTNT
+9,093.5%
-8,644.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -5.8% | +3.7% | -1.3% |
| 30D | +7.0% | -4.8% | +11.8% | +7.5% |
| 3M | +15.1% | +4.4% | +10.7% | +13.8% |
| 6M | -15.4% | +88.8% | -104.1% | -24.1% |
| YTD | -1.9% | +96.8% | -98.7% | -12.8% |
| 1Y | -12.7% | +104.5% | -117.2% | -23.0% |
| 3Y | -31.0% | +156.8% | -187.8% | -42.7% |
| 5Y | -46.1% | +144.1% | -190.2% | -56.5% |
| 10Y | +10.8% | +2,021.8% | -2,010.9% | -38.3% |
| All | +449.1% | +9,093.5% | -8,644.4% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling