+96.9%
FTNT vs CAPR
+35.4%
+61.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | -0.2% |
| 7D | +1.7% | -12.6% | +14.4% | +1.7% |
| 30D | -4.3% | +124.4% | -128.7% | -4.0% |
| 3M | +13.6% | -66.8% | +80.4% | +13.8% |
| 6M | +87.6% | -71.8% | +159.4% | +87.8% |
| YTD | +98.0% | -70.1% | +168.0% | +98.2% |
| 1Y | +96.9% | +33.3% | +63.6% | +98.4% |
| All | +96.9% | +35.4% | +61.5% | +98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling