+60.3%
FCX vs FTNT
+49.6%
+10.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -6.0% | -25.7% | +19.7% | -3.3% |
| 30D | -13.6% | -29.7% | +16.1% | -10.6% |
| 3M | -6.8% | -23.1% | +16.3% | -4.3% |
| 6M | +13.2% | +45.0% | -31.8% | +7.3% |
| YTD | +24.4% | +62.9% | -38.5% | +16.6% |
| 1Y | +60.3% | +51.8% | +8.5% | +54.2% |
| All | +60.3% | +49.6% | +10.7% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling