-29.8%
DHR vs FTNT
+153.6%
-183.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -5.0% | +1.6% | -6.6% | -5.2% |
| 30D | -3.3% | -1.9% | -1.5% | -3.2% |
| 3M | +9.4% | +14.4% | -4.9% | +6.1% |
| 6M | +3.2% | +88.7% | -85.5% | -10.1% |
| YTD | -12.0% | +100.0% | -112.1% | -24.4% |
| 1Y | +4.9% | +99.9% | -95.0% | -10.1% |
| 3Y | -7.4% | +147.9% | -155.3% | -27.4% |
| 5Y | -29.8% | +155.8% | -185.6% | -50.2% |
| All | -29.8% | +153.6% | -183.3% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling