+486.3%
COP vs FTNT
+9,093.5%
-8,607.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +3.0% | -5.8% | +8.8% | +4.1% |
| 30D | +17.5% | -4.8% | +22.3% | +18.2% |
| 3M | +13.4% | +4.4% | +8.9% | +11.7% |
| 6M | +17.7% | +88.8% | -71.0% | +2.6% |
| YTD | +46.6% | +96.8% | -50.2% | +26.4% |
| 1Y | +44.6% | +104.5% | -59.9% | +23.4% |
| 3Y | +20.7% | +156.8% | -136.1% | -4.7% |
| 5Y | +185.0% | +144.1% | +41.0% | +115.7% |
| 10Y | +347.0% | +2,021.8% | -1,674.8% | +111.6% |
| All | +486.3% | +9,093.5% | -8,607.3% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling