+162.8%
FTNT vs ALNY
+30.5%
+132.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -0.1% | -6.5% | +6.4% | +0.6% |
| 30D | -3.0% | +11.0% | -14.0% | -4.4% |
| 3M | +7.6% | -14.1% | +21.7% | +8.4% |
| 6M | +87.0% | -22.4% | +109.3% | +90.4% |
| YTD | +96.5% | -37.5% | +134.0% | +106.4% |
| 1Y | +92.9% | -46.9% | +139.9% | +107.2% |
| 3Y | +139.8% | +22.1% | +117.8% | +119.8% |
| All | +162.8% | +30.5% | +132.3% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling