+46.9%
CVX vs FTNT
+56.2%
-9.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.6% |
| 7D | +3.4% | +7.1% | -3.6% | +3.6% |
| 30D | -1.0% | -30.9% | +29.9% | -2.1% |
| 3M | +12.2% | -23.1% | +35.3% | +11.3% |
| 6M | +20.3% | +8.1% | +12.2% | +20.1% |
| YTD | +48.3% | +60.2% | -11.9% | +50.7% |
| 1Y | +46.9% | +57.0% | -10.1% | +48.5% |
| All | +46.9% | +56.2% | -9.3% | +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