+170.6%
CVX vs FTNT
+153.6%
+17.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | +9.1% | -1.9% | +11.0% | +9.2% |
| 3M | +13.1% | +14.4% | -1.3% | +11.7% |
| 6M | +16.3% | +88.7% | -72.4% | +10.4% |
| YTD | +43.5% | +100.0% | -56.5% | +35.5% |
| 1Y | +40.2% | +99.9% | -59.7% | +32.2% |
| 3Y | +44.2% | +147.9% | -103.7% | +32.4% |
| 5Y | +170.6% | +155.8% | +14.8% | +143.6% |
| All | +170.6% | +153.6% | +17.1% | +143.6% |
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