+4,404.4%
DELL vs FTNT
+2,095.7%
+2,308.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.8% | +13.7% | +12.6% |
| 7D | +8.2% | -0.1% | +8.4% | +8.2% |
| 30D | +17.1% | -3.0% | +20.1% | +17.9% |
| 3M | +45.2% | +7.6% | +37.6% | +41.0% |
| 6M | +286.8% | +87.0% | +199.8% | +212.3% |
| YTD | +354.8% | +96.5% | +258.2% | +260.5% |
| 1Y | +358.3% | +92.9% | +265.3% | +265.1% |
| 3Y | +724.9% | +139.8% | +585.1% | +492.4% |
| 5Y | +1,193.7% | +151.3% | +1,042.4% | +741.9% |
| All | +4,404.4% | +2,095.7% | +2,308.7% | +1,212.4% |
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