+55.6%
CVS vs FTNT
+142.5%
-87.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.9% | +1.7% | -3.6% | -1.9% |
| 30D | -0.3% | -4.3% | +4.0% | -0.4% |
| 3M | -1.1% | +13.6% | -14.7% | -0.9% |
| 6M | +23.7% | +87.6% | -63.9% | +25.0% |
| YTD | +23.0% | +98.0% | -75.0% | +24.5% |
| 1Y | +37.2% | +96.9% | -59.8% | +38.8% |
| All | +55.6% | +142.5% | -87.0% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling