+2,002.1%
COST vs FTNT
+9,148.2%
-7,146.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -2.8% | +1.7% | -4.5% | -3.0% |
| 30D | -5.3% | -4.3% | -1.0% | -4.9% |
| 3M | -6.7% | +13.6% | -20.3% | -8.7% |
| 6M | -9.9% | +87.6% | -97.5% | -18.5% |
| YTD | +5.1% | +98.0% | -92.9% | -5.8% |
| 1Y | -7.3% | +96.9% | -104.2% | -17.0% |
| 3Y | +70.4% | +145.4% | -75.0% | +44.4% |
| 5Y | +104.4% | +153.0% | -48.6% | +67.8% |
| 10Y | +609.0% | +2,098.3% | -1,489.3% | +339.4% |
| All | +2,002.1% | +9,148.2% | -7,146.1% | +964.7% |
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