+21.5%
COHR vs FTNT
+85.1%
-63.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.2% |
| 7D | +8.3% | -0.1% | +8.5% | +8.3% |
| 30D | -14.1% | -3.0% | -11.2% | -13.9% |
| 3M | -16.0% | +7.6% | -23.6% | -14.9% |
| 6M | +21.5% | +87.0% | -65.5% | +48.5% |
| All | +21.5% | +85.1% | -63.7% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling