+355.9%
DIS vs FTNT
+6,890.6%
-6,534.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | +5.2% | -12.7% | +17.9% | +7.9% |
| 30D | +11.5% | -37.2% | +48.7% | +20.8% |
| 3M | +11.5% | -25.8% | +37.3% | +16.4% |
| 6M | +8.9% | +32.1% | -23.2% | 0.0% |
| YTD | +3.4% | +49.7% | -46.2% | -7.8% |
| 1Y | +7.2% | +47.6% | -40.4% | -4.3% |
| 3Y | +43.3% | +137.2% | -93.9% | +12.1% |
| 5Y | -31.4% | +74.2% | -105.6% | -45.0% |
| 10Y | +37.1% | +1,824.2% | -1,787.2% | -32.8% |
| All | +355.9% | +6,890.6% | -6,534.6% | +60.4% |
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