+219.2%
CVX vs FTNT
+2,095.7%
-1,876.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +2.6% | -0.1% | +2.8% | +2.6% |
| 30D | +9.8% | -3.0% | +12.8% | +10.1% |
| 3M | +16.2% | +7.6% | +8.6% | +14.4% |
| 6M | +13.6% | +87.0% | -73.3% | +1.7% |
| YTD | +44.4% | +96.5% | -52.2% | +27.9% |
| 1Y | +40.6% | +92.9% | -52.3% | +24.6% |
| 3Y | +48.2% | +139.8% | -91.7% | +22.5% |
| 5Y | +172.3% | +151.3% | +20.9% | +109.9% |
| All | +219.2% | +2,095.7% | -1,876.5% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling