+393.6%
COHR vs FTNT
+151.3%
+242.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.6% |
| 6M | +21.5% | +87.0% | -65.5% | -3.9% |
| YTD | +65.4% | +96.5% | -31.1% | +27.8% |
| 1Y | +195.0% | +92.9% | +102.1% | +128.5% |
| 3Y | +830.2% | +139.8% | +690.3% | +563.5% |
| All | +393.6% | +151.3% | +242.3% | +188.1% |
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