+87.6%
FCX vs FTNT
+156.8%
-69.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | +4.4% | +5.7% | -1.3% | +3.4% |
| 30D | -16.3% | -32.1% | +15.7% | -11.4% |
| 3M | -12.5% | -19.5% | +7.0% | -10.2% |
| 6M | -8.0% | +13.8% | -21.8% | -11.6% |
| YTD | +20.1% | +63.1% | -43.0% | +7.3% |
| 1Y | +45.9% | +57.7% | -11.8% | +31.1% |
| All | +87.6% | +156.8% | -69.2% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling