+59.2%
CSX vs FTNT
+90.9%
-31.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.8% |
| 7D | +3.1% | +5.7% | -2.6% | +2.3% |
| 30D | +9.7% | -32.1% | +41.8% | +14.8% |
| 3M | +4.9% | -19.5% | +24.4% | +7.0% |
| 6M | +18.4% | +13.8% | +4.6% | +14.5% |
| YTD | +45.9% | +63.1% | -17.3% | +32.4% |
| 1Y | +50.0% | +57.7% | -7.7% | +36.9% |
| 3Y | +78.0% | +154.9% | -76.9% | +45.5% |
| 5Y | +59.2% | +89.3% | -30.1% | +30.6% |
| All | +59.2% | +90.9% | -31.7% | +30.6% |
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