+98.3%
CSCO vs FTNT
+82.3%
+16.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -4.7% | -3.5% | -1.1% | -3.9% |
| 30D | -17.1% | -36.5% | +19.5% | -9.9% |
| 3M | -19.6% | -24.7% | +5.1% | -15.8% |
| 6M | +2.4% | +8.3% | -5.9% | -0.2% |
| YTD | +29.8% | +55.6% | -25.8% | +17.4% |
| 1Y | +38.7% | +50.2% | -11.5% | +26.2% |
| 3Y | +101.3% | +143.2% | -41.8% | +63.1% |
| All | +98.3% | +82.3% | +16.0% | +60.4% |
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