+153.0%
FTNT vs A
-16.2%
+169.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.4% |
| 7D | +1.7% | -4.4% | +6.1% | +3.6% |
| 30D | -4.3% | -2.7% | -1.6% | -3.2% |
| 3M | +13.6% | +7.0% | +6.6% | +9.8% |
| 6M | +87.6% | +24.6% | +63.0% | +67.6% |
| YTD | +98.0% | +7.0% | +91.0% | +89.5% |
| 1Y | +96.9% | +15.6% | +81.3% | +80.2% |
| 3Y | +145.4% | +29.9% | +115.5% | +93.9% |
| 5Y | +153.0% | -15.4% | +168.4% | +203.2% |
| All | +153.0% | -16.2% | +169.2% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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