+636.7%
DELL vs FTNT
+145.1%
+491.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.4% | -5.7% |
| 7D | -1.9% | +1.6% | -3.5% | -2.4% |
| 30D | +14.9% | -1.9% | +16.8% | +15.3% |
| 3M | +37.2% | +14.4% | +22.8% | +30.8% |
| 6M | +254.0% | +88.7% | +165.3% | +193.6% |
| YTD | +306.1% | +100.0% | +206.1% | +230.7% |
| 1Y | +312.3% | +99.9% | +212.4% | +235.8% |
| All | +636.7% | +145.1% | +491.6% | +537.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling