-41.1%
DIS vs FTNT
+143.4%
-184.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -5.8% | +3.3% | -1.6% |
| 30D | +3.5% | -4.8% | +8.3% | +4.0% |
| 3M | +6.8% | +4.4% | +2.4% | +5.2% |
| 6M | +3.0% | +88.8% | -85.8% | -10.4% |
| YTD | -6.7% | +96.8% | -103.5% | -19.7% |
| 1Y | -10.1% | +104.5% | -114.5% | -23.4% |
| 3Y | +33.0% | +156.8% | -123.7% | +4.9% |
| All | -41.1% | +143.4% | -184.5% | -56.7% |
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