+34.2%
CVS vs FTNT
+153.6%
-119.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -2.0% | +1.6% | -3.6% | -2.0% |
| 30D | +1.9% | -1.9% | +3.8% | +1.9% |
| 3M | -2.2% | +14.4% | -16.6% | -2.8% |
| 6M | +26.7% | +88.7% | -61.9% | +22.9% |
| YTD | +22.9% | +100.0% | -77.2% | +18.8% |
| 1Y | +32.9% | +99.9% | -67.0% | +28.4% |
| 3Y | +62.3% | +147.9% | -85.6% | +53.4% |
| 5Y | +34.2% | +155.8% | -121.6% | +25.0% |
| All | +34.2% | +153.6% | -119.3% | +25.0% |
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