+75.4%
FTNT vs AXON
+71.5%
+3.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +4.1% |
| 7D | -3.0% | -28.7% | +25.8% | +7.6% |
| 30D | -37.1% | -28.3% | -8.8% | -30.6% |
| 3M | -23.3% | -46.9% | +23.6% | -7.3% |
| 6M | +7.4% | -24.9% | +32.2% | +12.2% |
| YTD | +54.2% | -46.6% | +100.8% | +77.8% |
| 1Y | +49.7% | -49.7% | +99.4% | +76.1% |
| 3Y | +146.6% | +40.6% | +106.0% | +66.8% |
| 5Y | +75.4% | +71.9% | +3.6% | +2.4% |
| All | +75.4% | +71.5% | +3.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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