-5.6%
COST vs FTNT
+95.0%
-100.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -4.7% | -3.0% | -1.8% | -4.8% |
| 3M | -7.1% | +7.6% | -14.7% | -7.0% |
| 6M | -8.5% | +87.0% | -95.5% | -9.2% |
| YTD | +5.4% | +96.5% | -91.2% | +4.6% |
| 1Y | -5.6% | +92.9% | -98.6% | -4.8% |
| All | -5.6% | +95.0% | -100.6% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling