+613.6%
FCX vs FTNT
+2,134.8%
-1,521.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.6% | -6.9% |
| 7D | -1.9% | +1.6% | -3.5% | -2.4% |
| 30D | +3.4% | -1.9% | +5.3% | +3.5% |
| 3M | +15.0% | +14.4% | +0.6% | +8.7% |
| 6M | +14.6% | +88.7% | -74.0% | -10.5% |
| YTD | +41.2% | +100.0% | -58.8% | +7.5% |
| 1Y | +60.4% | +99.9% | -39.5% | +22.2% |
| 3Y | +88.4% | +147.9% | -59.5% | +24.5% |
| 5Y | +115.0% | +155.8% | -40.8% | +28.0% |
| All | +613.6% | +2,134.8% | -1,521.2% | +94.0% |
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 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