+154.6%
FTNT vs ALL
+117.0%
+37.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.3% |
| 7D | -2.7% | -1.7% | -1.0% | -2.3% |
| 30D | -1.4% | -4.7% | +3.3% | -0.3% |
| 3M | +10.1% | +18.4% | -8.3% | +5.0% |
| 6M | +88.2% | +20.5% | +67.7% | +78.1% |
| YTD | +98.3% | +23.5% | +74.8% | +85.6% |
| 1Y | +96.0% | +29.0% | +67.0% | +80.4% |
| 3Y | +145.8% | +153.7% | -7.9% | +80.5% |
| 5Y | +154.6% | +114.8% | +39.8% | +97.7% |
| All | +154.6% | +117.0% | +37.6% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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