+47.0%
CVX vs FTNT
+49.6%
-2.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.7% |
| 7D | -5.3% | -25.7% | +20.3% | -6.2% |
| 30D | +5.1% | -29.7% | +34.8% | +4.0% |
| 3M | +14.9% | -23.1% | +38.1% | +14.1% |
| 6M | +14.9% | +45.0% | -30.1% | +15.4% |
| YTD | +46.3% | +62.9% | -16.6% | +47.9% |
| 1Y | +47.0% | +51.8% | -4.8% | +48.5% |
| All | +47.0% | +49.6% | -2.6% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling