+373.5%
FCX vs FTNT
+1,887.8%
-1,514.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -0.3% | +7.1% | -7.4% | -2.5% |
| 30D | -14.7% | -30.9% | +16.2% | -4.7% |
| 3M | -11.2% | -23.1% | +11.9% | -5.1% |
| 6M | -11.4% | +8.1% | -19.5% | -16.5% |
| YTD | +17.7% | +60.2% | -42.5% | -5.2% |
| 1Y | +47.5% | +57.0% | -9.5% | +19.4% |
| 3Y | +83.9% | +152.9% | -69.0% | +16.7% |
| 5Y | +54.0% | +85.9% | -31.9% | +1.6% |
| All | +373.5% | +1,887.8% | -1,514.3% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling