+337.5%
COP vs FTNT
+2,134.8%
-1,797.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.2% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | +9.6% | -1.9% | +11.4% | +9.6% |
| 3M | +15.0% | +14.4% | +0.7% | +11.0% |
| 6M | +21.8% | +88.7% | -66.9% | +4.3% |
| YTD | +49.6% | +100.0% | -50.4% | +26.1% |
| 1Y | +49.9% | +99.9% | -50.0% | +26.0% |
| 3Y | +22.6% | +147.9% | -125.3% | -5.8% |
| 5Y | +193.6% | +155.8% | +37.8% | +106.4% |
| All | +337.5% | +2,134.8% | -1,797.3% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling