+45.6%
CSX vs FTNT
+48.8%
-3.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.8% |
| 7D | -2.2% | -3.0% | +0.8% | -2.2% |
| 30D | +6.8% | -37.1% | +43.9% | +6.0% |
| 3M | +0.7% | -23.3% | +24.0% | +0.4% |
| 6M | +13.3% | +7.4% | +5.9% | +15.4% |
| YTD | +40.5% | +54.2% | -13.7% | +45.9% |
| All | +45.6% | +48.8% | -3.2% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling