+308.5%
CSCO vs FTNT
+1,887.8%
-1,579.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.5% | -5.8% |
| 7D | +1.9% | +7.1% | -5.1% | +0.2% |
| 30D | -15.8% | -30.9% | +15.0% | -8.2% |
| 3M | -15.4% | -23.1% | +7.7% | -10.6% |
| 6M | -5.4% | +8.1% | -13.5% | -8.7% |
| YTD | +26.5% | +60.2% | -33.7% | +9.3% |
| 1Y | +25.9% | +57.0% | -31.1% | +9.3% |
| 3Y | +97.5% | +152.9% | -55.4% | +44.4% |
| 5Y | +93.0% | +85.9% | +7.1% | +43.8% |
| All | +308.5% | +1,887.8% | -1,579.3% | +34.2% |
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