+140.6%
FCX vs FTNT
+9,093.5%
-8,952.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.9% | -5.8% | +1.0% | -3.1% |
| 30D | +4.8% | -4.8% | +9.6% | +6.0% |
| 3M | +4.6% | +4.4% | +0.2% | +2.4% |
| 6M | +10.8% | +88.8% | -78.0% | -12.0% |
| YTD | +44.2% | +96.8% | -52.6% | +12.6% |
| 1Y | +59.6% | +104.5% | -44.9% | +23.0% |
| 3Y | +82.2% | +156.8% | -74.5% | +23.1% |
| 5Y | +115.6% | +144.1% | -28.4% | +38.9% |
| 10Y | +670.6% | +2,021.8% | -1,351.2% | +133.2% |
| All | +140.6% | +9,093.5% | -8,952.9% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling