-8.2%
DHR vs FTNT
+140.8%
-149.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -2.7% | -3.0% | +0.2% | -2.6% |
| 3M | +10.9% | +7.6% | +3.3% | +10.0% |
| 6M | +3.0% | +87.0% | -83.9% | -3.3% |
| YTD | -12.2% | +96.5% | -108.7% | -18.0% |
| 1Y | +3.3% | +92.9% | -89.6% | -3.5% |
| 3Y | -8.2% | +139.8% | -148.1% | -14.6% |
| All | -8.2% | +140.8% | -149.0% | -14.6% |
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 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