+523.9%
CSCO vs FTNT
+7,383.5%
-6,859.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.5% | -5.8% |
| 7D | +1.9% | +7.1% | -5.1% | +0.4% |
| 30D | -15.8% | -30.9% | +15.0% | -8.9% |
| 3M | -15.4% | -23.1% | +7.7% | -11.0% |
| 6M | -5.4% | +8.1% | -13.5% | -8.3% |
| YTD | +26.5% | +60.2% | -33.7% | +11.0% |
| 1Y | +25.9% | +57.0% | -31.1% | +11.0% |
| 3Y | +97.5% | +152.9% | -55.4% | +50.2% |
| 5Y | +93.0% | +85.9% | +7.1% | +49.9% |
| 10Y | +308.6% | +1,896.5% | -1,587.9% | +75.0% |
| All | +523.9% | +7,383.5% | -6,859.6% | +87.1% |
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