+606.1%
COST vs FTNT
+2,095.7%
-1,489.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.6% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -4.7% | -3.0% | -1.8% | -4.5% |
| 3M | -7.1% | +7.6% | -14.7% | -8.8% |
| 6M | -8.5% | +87.0% | -95.5% | -19.1% |
| YTD | +5.4% | +96.5% | -91.2% | -7.9% |
| 1Y | -5.6% | +92.9% | -98.6% | -17.4% |
| 3Y | +68.5% | +139.8% | -71.4% | +37.2% |
| 5Y | +105.2% | +151.3% | -46.1% | +58.5% |
| All | +606.1% | +2,095.7% | -1,489.6% | +290.0% |
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 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