+4,770.1%
DELL vs FTNT
+2,167.1%
+2,603.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +25.6% | -2.7% | +28.3% | +26.5% |
| 30D | +17.7% | -1.4% | +19.0% | +17.9% |
| 3M | +33.4% | +10.1% | +23.3% | +28.8% |
| 6M | +266.2% | +88.2% | +178.0% | +195.4% |
| YTD | +328.0% | +98.3% | +229.7% | +238.8% |
| 1Y | +339.6% | +96.0% | +243.6% | +249.0% |
| 3Y | +694.6% | +145.8% | +548.8% | +467.1% |
| 5Y | +1,122.0% | +154.6% | +967.3% | +693.6% |
| 10Y | +4,062.5% | +2,063.6% | +1,998.8% | +1,124.5% |
| All | +4,770.1% | +2,167.1% | +2,603.0% | +1,344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling