+359.9%
CSCO vs FTNT
+2,134.8%
-1,774.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.1% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | -10.8% | -1.9% | -8.9% | -10.7% |
| 3M | -9.2% | +14.4% | -23.6% | -12.8% |
| 6M | +39.5% | +88.7% | -49.1% | +17.0% |
| YTD | +41.5% | +100.0% | -58.5% | +16.7% |
| 1Y | +61.0% | +99.9% | -38.9% | +32.4% |
| 3Y | +105.2% | +147.9% | -42.7% | +52.8% |
| 5Y | +113.4% | +155.8% | -42.4% | +46.2% |
| All | +359.9% | +2,134.8% | -1,774.9% | +50.3% |
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