+1,311.5%
DHR vs FTNT
+9,148.2%
-7,836.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -2.2% | -4.3% | +2.1% | -1.6% |
| 3M | +9.0% | +13.6% | -4.7% | +5.6% |
| 6M | +3.5% | +87.6% | -84.1% | -10.0% |
| YTD | -10.1% | +98.0% | -108.1% | -22.9% |
| 1Y | +6.2% | +96.9% | -90.7% | -9.0% |
| 3Y | -5.4% | +145.4% | -150.8% | -25.2% |
| 5Y | -27.9% | +153.0% | -180.9% | -45.5% |
| 10Y | +215.7% | +2,098.3% | -1,882.5% | +51.9% |
| All | +1,311.5% | +9,148.2% | -7,836.8% | +374.0% |
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