+1,910.4%
FTNT vs CAPR
-65.7%
+1,976.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.1% | -1.7% |
| 7D | +7.1% | +5.9% | +1.2% | +6.9% |
| 30D | -30.9% | +44.6% | -75.5% | -31.3% |
| 3M | -23.1% | +126.4% | -149.5% | -24.3% |
| 6M | +8.1% | -68.6% | +76.7% | +8.7% |
| YTD | +60.2% | -67.0% | +127.2% | +60.7% |
| 1Y | +57.0% | +65.2% | -8.2% | +48.0% |
| 3Y | +152.9% | +235.6% | -82.6% | +125.5% |
| 5Y | +85.9% | +175.4% | -89.5% | +63.7% |
| All | +1,910.4% | -65.7% | +1,976.1% | +1,553.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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