+1,333.1%
CRWD vs FTNT
+940.9%
+392.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +2.2% | +1.7% | +0.4% | +1.0% |
| 30D | -7.7% | -4.3% | -3.5% | -4.1% |
| 3M | +28.9% | +13.6% | +15.3% | +20.0% |
| 6M | +91.5% | +87.6% | +3.9% | +28.0% |
| YTD | +77.3% | +98.0% | -20.7% | +15.0% |
| 1Y | +96.3% | +96.9% | -0.7% | +27.3% |
| 3Y | +394.5% | +145.4% | +249.1% | +160.8% |
| 5Y | +213.5% | +153.0% | +60.5% | +51.3% |
| All | +1,333.1% | +940.9% | +392.2% | +195.7% |
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