+57.1%
FCX vs FTNT
+90.9%
-33.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | +4.4% | +5.7% | -1.3% | +3.0% |
| 30D | -16.3% | -32.1% | +15.7% | -8.9% |
| 3M | -12.5% | -19.5% | +7.0% | -9.2% |
| 6M | -8.0% | +13.8% | -21.8% | -13.2% |
| YTD | +20.1% | +63.1% | -43.0% | +1.9% |
| 1Y | +45.9% | +57.7% | -11.8% | +24.8% |
| 3Y | +86.2% | +154.9% | -68.7% | +33.8% |
| 5Y | +57.1% | +89.3% | -32.2% | +14.5% |
| All | +57.1% | +90.9% | -33.8% | +14.5% |
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