+75.4%
FTNT vs ARWR
-40.7%
+116.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.4% | +5.2% |
| 7D | -3.0% | -17.3% | +14.4% | -0.6% |
| 30D | -37.1% | -21.5% | -15.6% | -35.2% |
| 3M | -23.3% | -43.8% | +20.5% | -17.5% |
| 6M | +7.4% | -32.3% | +39.6% | +11.5% |
| YTD | +54.2% | -25.8% | +80.1% | +56.3% |
| 1Y | +49.7% | +25.5% | +24.2% | +36.8% |
| 3Y | +146.6% | +84.1% | +62.4% | +89.9% |
| 5Y | +75.4% | -39.2% | +114.7% | +84.0% |
| All | +75.4% | -40.7% | +116.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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