+114.8%
CSCO vs FTNT
+154.2%
-39.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | +1.7% | -1.8% | -0.4% |
| 30D | -10.7% | -4.3% | -6.5% | -10.2% |
| 3M | -8.7% | +13.6% | -22.3% | -11.3% |
| 6M | +44.9% | +87.6% | -42.7% | +27.5% |
| YTD | +44.1% | +98.0% | -53.9% | +25.4% |
| 1Y | +65.9% | +96.9% | -31.1% | +44.2% |
| 3Y | +109.0% | +145.4% | -36.4% | +70.7% |
| 5Y | +114.8% | +153.0% | -38.2% | +62.6% |
| All | +114.8% | +154.2% | -39.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling