+134.6%
FCX vs FTNT
+154.2%
-19.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +3.1% | +1.7% | +1.4% | +2.7% |
| 30D | +8.1% | -4.3% | +12.4% | +9.0% |
| 3M | +18.9% | +13.6% | +5.3% | +14.3% |
| 6M | +26.6% | +87.6% | -61.0% | +5.5% |
| YTD | +51.2% | +98.0% | -46.8% | +23.7% |
| 1Y | +75.6% | +96.9% | -21.4% | +44.0% |
| 3Y | +101.7% | +145.4% | -43.7% | +50.4% |
| 5Y | +134.6% | +153.0% | -18.3% | +62.8% |
| All | +134.6% | +154.2% | -19.6% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling