+540.3%
CSCO vs FTNT
+7,168.8%
-6,628.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -4.7% | -3.5% | -1.1% | -3.8% |
| 30D | -17.1% | -36.5% | +19.5% | -8.5% |
| 3M | -19.6% | -24.7% | +5.1% | -15.1% |
| 6M | +2.4% | +8.3% | -5.9% | -0.8% |
| YTD | +29.8% | +55.6% | -25.8% | +14.7% |
| 1Y | +38.7% | +50.2% | -11.5% | +23.4% |
| 3Y | +101.3% | +143.2% | -41.8% | +54.5% |
| 5Y | +94.8% | +85.5% | +9.4% | +51.3% |
| 10Y | +324.2% | +1,868.3% | -1,544.1% | +82.3% |
| All | +540.3% | +7,168.8% | -6,628.5% | +93.3% |
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 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