+9,457.8%
FTNT vs ALNY
+1,314.3%
+8,143.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.6% |
| 7D | +1.6% | -6.4% | +8.0% | +2.6% |
| 30D | -1.9% | +11.9% | -13.8% | -3.8% |
| 3M | +14.4% | -15.0% | +29.4% | +15.6% |
| 6M | +88.7% | -23.2% | +111.9% | +92.9% |
| YTD | +100.0% | -37.8% | +137.8% | +110.9% |
| 1Y | +99.9% | -47.3% | +147.1% | +115.8% |
| 3Y | +147.9% | +22.9% | +125.1% | +126.1% |
| 5Y | +155.8% | +30.6% | +125.2% | +122.9% |
| 10Y | +2,121.1% | +254.6% | +1,866.4% | +1,409.3% |
| All | +9,457.8% | +1,314.3% | +8,143.4% | +4,723.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling