+2,072.5%
FTNT vs ALNY
+260.0%
+1,812.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -0.1% | -6.5% | +6.4% | +0.8% |
| 30D | -3.0% | +11.0% | -14.0% | -4.6% |
| 3M | +7.6% | -14.1% | +21.7% | +8.5% |
| 6M | +87.0% | -22.4% | +109.3% | +90.6% |
| YTD | +96.5% | -37.5% | +134.0% | +106.7% |
| 1Y | +92.9% | -46.9% | +139.9% | +107.7% |
| 3Y | +139.8% | +22.1% | +117.8% | +119.5% |
| 5Y | +151.3% | +31.2% | +120.1% | +118.7% |
| All | +2,072.5% | +260.0% | +1,812.5% | +1,500.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling