+372.6%
CVS vs FTNT
+9,093.5%
-8,721.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +4.0% | -5.8% | +9.8% | +4.5% |
| 30D | -2.4% | -4.8% | +2.4% | -2.1% |
| 3M | +2.7% | +4.4% | -1.8% | +1.9% |
| 6M | +21.9% | +88.8% | -66.9% | +13.3% |
| YTD | +24.7% | +96.8% | -72.1% | +15.4% |
| 1Y | +35.4% | +104.5% | -69.0% | +24.6% |
| 3Y | +65.2% | +156.8% | -91.6% | +44.7% |
| 5Y | +30.5% | +144.1% | -113.5% | +11.6% |
| 10Y | +40.4% | +2,021.8% | -1,981.4% | -10.5% |
| All | +372.6% | +9,093.5% | -8,721.0% | +139.0% |
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 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