+427.3%
CSX vs FTNT
+1,797.8%
-1,370.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.8% |
| 7D | -5.5% | -12.7% | +7.1% | -3.0% |
| 30D | +4.9% | -37.2% | +42.1% | +14.2% |
| 3M | -2.9% | -25.8% | +22.9% | +1.7% |
| 6M | +8.3% | +32.1% | -23.8% | -0.7% |
| YTD | +36.7% | +49.7% | -12.9% | +21.0% |
| 1Y | +41.5% | +47.6% | -6.1% | +25.5% |
| 3Y | +68.6% | +137.2% | -68.6% | +27.9% |
| 5Y | +48.4% | +74.2% | -25.7% | +14.9% |
| All | +427.3% | +1,797.8% | -1,370.5% | +91.1% |
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 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