+147.4%
FTNT vs CAPR
+56.4%
+91.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -5.8% | -2.0% | -3.9% | -5.9% |
| 30D | -4.8% | +139.2% | -144.0% | -4.6% |
| 3M | +4.4% | -66.4% | +70.8% | +4.6% |
| 6M | +88.8% | -63.1% | +151.9% | +89.1% |
| YTD | +96.8% | -67.4% | +164.2% | +97.1% |
| 1Y | +104.5% | +58.2% | +46.2% | +104.5% |
| All | +147.4% | +56.4% | +91.0% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling