+47.6%
CVS vs FTNT
+152.2%
-104.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | +6.6% | +7.1% | -0.5% | +6.7% |
| 30D | -0.4% | -30.9% | +30.4% | -1.3% |
| 3M | -5.3% | -23.1% | +17.8% | -5.9% |
| 6M | -7.7% | +8.1% | -15.8% | -7.8% |
| YTD | +16.0% | +60.2% | -44.2% | +16.8% |
| 1Y | +16.2% | +57.0% | -40.8% | +16.9% |
| 3Y | +47.6% | +152.9% | -105.4% | +69.7% |
| All | +47.6% | +152.2% | -104.7% | +69.7% |
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