+190.1%
COP vs FTNT
+154.6%
+35.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -0.8% | -2.7% | +1.9% | -0.6% |
| 30D | +15.6% | -1.4% | +16.9% | +15.5% |
| 3M | +14.3% | +10.1% | +4.3% | +12.8% |
| 6M | +17.0% | +88.2% | -71.2% | +8.4% |
| YTD | +47.4% | +98.3% | -50.9% | +35.6% |
| 1Y | +52.4% | +96.0% | -43.6% | +40.2% |
| 3Y | +20.8% | +145.8% | -125.0% | +7.0% |
| All | +190.1% | +154.6% | +35.5% | +154.4% |
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