+1,093.1%
CSX vs FTNT
+9,093.5%
-8,000.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -5.8% | +2.5% | -2.2% |
| 30D | -3.1% | -4.8% | +1.7% | -2.3% |
| 3M | +7.2% | +4.4% | +2.7% | +5.7% |
| 6M | +16.2% | +88.8% | -72.6% | -0.1% |
| YTD | +37.5% | +96.8% | -59.3% | +16.9% |
| 1Y | +53.2% | +104.5% | -51.2% | +28.8% |
| 3Y | +68.2% | +156.8% | -88.5% | +29.6% |
| 5Y | +65.2% | +144.1% | -78.8% | +22.4% |
| 10Y | +504.1% | +2,021.8% | -1,517.6% | +158.3% |
| All | +1,093.1% | +9,093.5% | -8,000.4% | +206.7% |
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