+5.1%
DHR vs FTNT
+104.9%
-99.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.9% | -5.8% | +2.0% | -3.8% |
| 30D | +4.0% | -4.8% | +8.8% | +4.2% |
| 3M | +11.5% | +4.4% | +7.1% | +11.3% |
| 6M | +1.9% | +88.8% | -86.9% | -3.1% |
| YTD | -8.9% | +96.8% | -105.7% | -13.2% |
| 1Y | +5.1% | +104.5% | -99.4% | -1.6% |
| All | +5.1% | +104.9% | -99.8% | -1.6% |
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 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