+830.2%
COHR vs FTNT
+140.8%
+689.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.7% |
| 7D | +8.3% | -0.1% | +8.5% | +8.4% |
| 30D | -14.1% | -3.0% | -11.2% | -13.7% |
| 3M | -16.0% | +7.6% | -23.6% | -18.3% |
| 6M | +21.5% | +87.0% | -65.5% | -1.5% |
| YTD | +65.4% | +96.5% | -31.1% | +30.9% |
| 1Y | +195.0% | +92.9% | +102.1% | +133.9% |
| 3Y | +830.2% | +139.8% | +690.3% | +675.9% |
| All | +830.2% | +140.8% | +689.4% | +675.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling