+132.2%
COP vs FTNT
+84.5%
+47.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | +4.4% | +7.1% | -2.6% | +3.8% |
| 30D | 0.0% | -30.9% | +30.8% | +2.8% |
| 3M | +15.0% | -23.1% | +38.1% | +16.9% |
| 6M | +22.0% | +8.1% | +13.9% | +19.3% |
| YTD | +55.3% | +60.2% | -4.9% | +44.5% |
| 1Y | +64.1% | +57.0% | +7.1% | +52.9% |
| 3Y | +34.1% | +152.9% | -118.9% | +16.6% |
| All | +132.2% | +84.5% | +47.7% | +102.0% |
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 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